For the walnut pudding, heat 400 ml milk with sugar and nuts in a saucepan. Stir 100 ml milk with the cornstarch until smooth.
Rinse four pretty glasses with cold water. When milk begins to boil, pour in stirred cornstarch, boil for about a minute.
Remove pudding from heat, stir with whisk for about two minutes to cool slightly, then stir in eggnog and immediately divide walnut pudding among glasses.