Preheat your oven to 350°F (175°C). Prepare a 10x15-inch jelly roll pan by greasing and lining it with parchment paper.

In a large bowl, whisk together the eggs and granulated sugar using an electric mixer on high speed until light and fluffy, about 5-7 minutes.

Gently stir in the vanilla extract.

In a separate bowl, sift together the flour, baking powder, salt, cinnamon, and nutmeg. Gently fold these dry ingredients into the egg mixture until just combined, then fold in the milk.

Pour the batter into the prepared pan, spreading it evenly, and bake for 12-15 minutes, or until a toothpick inserted comes out clean.

Dust a clean kitchen towel with powdered sugar, flip the cake onto the towel, peel off the parchment paper, and roll the cake up in the towel while still warm. Allow it to cool completely.

In a medium bowl, beat the softened cream cheese and powdered sugar until smooth. Add the heavy whipping cream, vanilla extract, and orange zest (if using) and beat until thick and fluffy.

Unroll the cooled cake and spread the creamy filling evenly across it. Roll the cake back up, seam-side down, and refrigerate for at least 30 minutes.

In another bowl, whip the heavy cream with powdered sugar, vanilla, and a pinch of cinnamon until soft peaks form. Spread or pipe this over the cooled roll cake.

Dust the finished cake with powdered sugar and slice it to serve.