In a small pot, combine the cream, milk, cocoa and nutmeg. Using a heat resistant plastic spatula, stir frequently over medium-low heat until small bubbles appear along the edges (but don’t let it boil). Should be about 10 minutes. Then turn heat off and let sit for 5 minutes, stirring occasionally.
In a bowl, whisk together sugar, egg yolks, and gelatin. Add a quarter of the mixture from the pot into the bowl, while constantly whisking (to prevent the eggs from cooking). Then repeat with another quarter of the mix. Finally, pour everything in the bowl back into the pot, while stirring with the plastic spatula.
Return the pot to the stove and heat on medium-low, stirring constantly to prevent the mixture from sticking to the bottom of the pot. Without allowing it to boil, heat until the mixture thickens enough to coat the back of a spoon (or if you have a cooking thermometer - when it reaches 160F to pasteurize the eggs). Should take about 10 minutes. Turn heat off and let sit for 5 minutes, stirring frequently.
Layer one large bowl with ice cubes, and set a small metal bowl inside. Pour mixture through a strainer into the metal bowl.
Add in vanilla extract, and stir mixture occasionally to help cool faster. Once cool (should take about 15 minutes), transfer mixture into a plastic airtight container and place in refrigerator overnight.
On the following day, pour mixture into ice cream machine and churn until it thickens.
You may lose control and eat all the smooth ice cream right after churning, but if not, transfer the rest into a plastic container, lay plastic wrap directly on top of ice cream and press down gently (to prevent ice crystals from forming on top of the ice cream), and seal with airtight cover. Set freezer temperature to the coldest setting, so the ice cream freezes faster.