CUT 1-inch piece off one end of each cookie; crush into fine crumbs. Place in medium bowl. Set aside remaining cookie pieces for later use. Add graham crumbs and butter to cookie crumbs; mix well. Press firmly onto bottom of 9-inch springform pan; set aside.
BEAT cream cheese in large bowl with electric mixer on medium speed until creamy. Gradually add 1 cup of the eggnog, mixing until well blended. Add remaining 1 cup eggnog, the milk, dry pudding mixes, rum and nutmeg; beat 1 min. or until well blended. Pour over crust.
REFRIGERATE 3 hours or until firm. Run knife or metal spatula around rim of pan to loosen cake; remove rim of pan. Press reserved cookie pieces into side of cheesecake. Store leftover cheesecake in refrigerator.