Heat 2 cups of the milk in a medium saucepan over medium heat until it just begins to simmer.
In a heatproof bowl, whisk together sugar, tapioca and nutmeg. Whisk in egg yolks until mixture forms a thick yellow paste, then whisk in remaining 1/2 cup milk until smooth.
Whisk some of the hot milk into the yolk mixture, 1/4 cup at a time, whisking constantly (this will temper the egg yolks rather than cook them). When about half of the milk has been added and yolk mixture is warm to the touch, return entire mixture to the saucepan. Whisk over medium heat until mixture thickens and starts to bubble, then cook for 2 minutes more, whisking constantly so custard stays smooth and does not burn. Remove from heat and stir in butter, followed by bourbon and vanilla.
Pour pudding into a heatproof bowl or serving dish. Cover with plastic wrap, pressing the plastic wrap onto the surface of the pudding to prevent a skin from forming. Chill for 2 hours or more.
To serve, crumble some vanilla wafer cookies into individual bowls or serving dishes. Top with a spoonful of pudding, followed by a dollop of whipped cream and a pinch of fresh nutmeg.