Pre-heat oven to 300 degrees.
In a medium bowl, whisk together flour, baking powder, nutmeg, cinnamon, and salt.
In a stand mixer or in a large bowl with hand mixer, cream together butter and sugar until light and fluffy, 2-3 minutes.
Add in eggnog and egg yolks and mix until combined.
Slowly add the dry ingredients into the butter mixture and beat on low speed until just blended, taking care not to over-mix. Fold in ⅓ cup of the crushed candy canes.
Place tablespoon size scoops of dough onto an un-greased cookie sheet, about 2 inches apart.
Bake for 18-20 minutes, until cookies are just turning golden at edges but are still soft. Let the cookies cool on the baking sheet for a few minutes before moving to wire racks to cool completely.
Once cookies are cooled completely, put remaining ⅓ cup crushed candy canes in a bowl. Spread eggnog frosting on one side of half the cookies and place another cookie on top of each, pressing down so the frosting comes out the edges. Roll each sandwich cookie in the crushed candy canes to coat frosting.