For the egg liqueur, beat the yolks in a food processor until frothy and add the vanilla sugar. Then add the sifted powdered sugar and pour in the Maresi.
Slowly stir in the rum. Pour the mixture into a small saucepan. Heat water in a large saucepan and slowly heat the eggnog mixture in the small saucepan in the steam while stirring.
Pour the still warm eggnog into hot rinsed bottles and seal well.