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Stir together mascarpone, nutmeg, cinnamon, salt, and ¼ cup of the eggnog in a large bowl just until combined. Set aside.
Beat cream and powdered sugar with a stand mixer fitted with a whisk attachment on medium speed until medium-stiff peaks form, about 3 minutes.
Gradually fold 3 cups of the whipped cream mixture into mascarpone mixture just until combined. Reserve remaining whipped cream for topping.
Whisk together bourbon and remaining 1 cup eggnog in a medium, wide, shallow bowl. Working one at a time, dunk and roll half of the ladyfingers (about 12) in the bourbon mixture until just starting to soak and soften, about 6 seconds per cookie. Place in an even layer in the bottom of an 8-inch square baking dish, breaking ladyfingers as needed to fit.
Spread half of the mascarpone mixture (about 2 cups) in an even layer over ladyfingers. Repeat process with remaining half of ladyfingers (about 12), bourbon mixture, and remaining mascarpone mixture (about 2 cups). Discard any leftover bourbon mixture.
Spread remaining 1 cup whipped cream over top, swirling as desired. Loosely cover and chill in refrigerator until lady fingers have softened, at least 8 hours or up to 24 hours.
When ready to serve, uncover and garnish with cinnamon and nutmeg.