In a medium saucepan, combine unsalted butter, water, and a pinch of salt. Heat over medium-high until boiling, then remove from heat and stir in all-purpose flour until a smooth ball forms.

Allow the dough to cool for about 5 minutes. Add eggs one at a time, beating well after each addition until the mixture is smooth and shiny.

Transfer dough to a piping bag and pipe 12 mounds on a parchment-lined baking sheet, each about 2 inches wide.

Bake in a preheated oven at 400°F (204°C) for 25-30 minutes without opening the oven.

Cool the puffs completely on a wire rack. Cut the tops off each puff for filling.

In a mixing bowl, combine heavy whipping cream, eggnog, powdered sugar, pudding mix, nutmeg, and vanilla. Whip until thick and fluffy.

Fill the bottom halves of the cream puffs and replace the tops. Dust with powdered sugar before serving.