Combine the bourbon, milk, simple syrup and vanilla syrup in a shaker.
Add ice and shake hard for 12 seconds until cold and frothy.
Strain into a highball glass over fresh ice.
Grate fresh nutmeg generously over the surface.
Serve immediately, before the froth settles.
A New Orleans brunch fixture alongside the Ramos Gin Fizz and the Sazerac, and a genuine 18th-century punch format. This is the shaken version; the clarified milk punch, where acid curdles the milk and the solids are strained out, is a different and far slower drink.
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