Heat the milk to a simmer in a saucepan over low heat or in a double boiler. Beat the eggs and sugar together in a mixing bowl, then add a little of the hot milk and stir. Add the egg mixture to the milk, stirring constantly until it coats the spoon. The custard will thicken more as it cools. Add sherry or bourbon, then cool the custard completely.
Whip the cream, then flavor it with a little sugar and with sherry or bourbon.
Line the bottom of a deep bowl or souffle dish with ladyfingers flat sides down. Pour in about 1 inch of custard, then line the walls of the dish with ladyfingers, flat sides out. Sprinkle with a layer of the almonds, then add a layer of whipped cream. Make another layer of custard, followed by the almonds and whipped cream. Put the gypsy in the refrigerator to chill for several hours or preferably overnight.
Serve in clear glass stemware.
NOTE:Store-bought ladyfingers are filled with chemicals and artificial flavorings. The recipe in this book i got makes 6 ounces of ladyfingers, the same amount you get in 2 typical store-bought packages.