Preheat the oven to 300˚F. Line 2 pans with parchment paper.
Sift the almond flour and powdered sugar together and set aside.
Mix the egg whites, granulated sugar, vanilla, nutmeg, and kosher salt on low for 3 minutes, then beat on medium speed for 3 minutes and finally on high for 3 minutes. The meringue should be very stiff.
Add the almond and powdered sugar mixture and fold it into the meringue until it has deflated. It should look like molten lava that will hold its shape for a bit and then melt into the mixture.
Pipe the batter into small circles on the parchment paper. Sprinkle with cinnamon.
Hold the pan and firmly smack it against the counter a couple of times. Turn the pan and smack it again to remove the air bubbles.
Bake at 300˚F for about 18 minutes or until the macarons can be easily removed from the parchment paper. If they stick or the shell comes off but the bottom sticks, bake them a little longer.
Cool completely on the pan.
Pipe eggnog buttercream onto one macaron and top it with a second one.
Eggnog Buttercream
Beat butter, shortening until creamy and light in color.
Mix in the vanilla, nutmeg, and cinnamon.
Add powdered sugar, one cup at a time, with the mixer on low speed. After the second cup, add one tablespoon of eggnog. Then, add the last two cups of powdered sugar and finally the last tablespoon of eggnog.