Brew coffee or espresso. While it's steeping, set your glass in a cup full of hot water to keep it warm.
Meanwhile, place egg and sweetened condensed milk in a large jar. Use an electric mixer with a whisk attachment, and whisk together the egg and condensed milk for 5-6 minutes. Mixture will become very frothy and smooth.
Serve immediately with chocolate shavings, or cocoa powder. Excellent with shortbread cookies!