1. Preheat oven to 350°. Remove tea leaves from tea bag; discard bag.
2. Stir together tea leaves, cookie mix, butter, egg, and 2 Tbsp. eggnog until well blended.
3. Drop dough by tablespoonfuls onto parchment paper-lined baking sheets. Flatten dough slightly with bottom of a glass dipped in cinnamon sugar.
4. Bake at 350° for 8 to 10 minutes or until lightly browned. Remove from baking sheet to a wire rack, and cool completely (about 10 minutes).
5. Whisk together powdered sugar, nutmeg, and remaining 2 Tbsp. eggnog until smooth. Spoon over cooled cookies.
Note: We tested with Tazo Chai Organic Black Tea.