First add the condensed milk, and milk in large sauce pan.
In a separated bowl, beat the egg yolks, In another bowl, dissolve the cornstarch with the 3 tbs milk.
Bring the milks mixture to a boil. At this point add the lemon, nutmeg and vanilla.
Add little by little (and always stirring) the egg yolks. Then add little by little the dissolved cornstarch.
Cook on low fire (stirring all the time) just until the mixture starts to boil and becomes a little thick.
Let it cool down to room temperature.
Place the mixture in a blender, process at high speed (and while proccesing) add little by little the rum.
Pass through a sieve, bottle in previously sterilized bottles and refrigerate overnight.