Combine sugar, cornstarch and salt in small bowl. Add enough milk to make smooth paste. Set aside. Scald remaining milk with nutmeg in heavy, nonreactive 2-quart saucepan.
Whisk eggs and vanilla in bowl.
Gradually whisk third of hot milk into sugar mixture. Return to saucepan. Cook, stirring, until milk begins to bubble around edges. Simmer very gently, stirring, about 2 minutes. Remove from heat; add 1 cup of hot liquid into beaten eggs, whisking briskly to keep eggs from scrambling. Scrape egg mixture back into saucepan and cook over medium heat about 2 minutes, stirring; do not let pudding simmer or boil. Divide among 4 dessert goblets or 4 (5-ounce) ramekins. Chill 2 hours, or for up to a day. Makes 4 servings.