In a large bowl, whisk together flour, baking powder, sugar, cinnamon, nutmeg and salt until just combined. Add melted butter, eggnog, egg, and vanilla extract. Mix until incorporated.
Scoop batter by 1/2 cupfuls (or more for larger waffles) onto heated waffle iron and cook according to manufacturer's directions, until waffles are brown and crispy.
In small bowl or measuring cup mix together powdered sugar and eggnog until smooth and glaze-like texture.