Line two baking sheets with parchment paper or Silpats.
In the bowl of a stand mixer or in a large bowl with a hand mixer or spatula cream together butter and granulated sugar until light and fluffy, about 2-3 minutes.
Add the egg yolk and mix until combined.
In a separate medium bowl, whisk together flour, cornstarch, nutmeg, cinnamon, cloves, and salt.
Add flour mixture to the butter and sugar and mix until just blended. Dough will be crumbly, but should hold together when squeezed.
Shape the dough into 1-tablespoon balls and use your hands to roll until balls are smooth (try to smooth over any cracks). Place about 2" apart on prepared baking sheets and use your thumb or the bottom of a wooden spoon or teaspoon to press an indent into the center of each dough ball. If dough starts to crack, gently press it back together.
Place cookie sheets in freezer for about 20 minutes to chill.
While cookie dough is chilling, preheat over to 350 degrees. Once chilled, bake cookies for 12-14 minutes, until the bottoms are set, but tops remain pale. If the indents puff slightly, gently re-press them with the same spoon immediately after removing from oven.
Move to wire rack to cool. Once completely cooled, fill indents with eggnog icing. Sprinkle ground nutmeg over the top, if desired.