Mix water, espresso powder, cloves and nutmeg in small bowl until espresso powder dissolves. Sprinkle gelatin over. Let stand 10 minutes to soften gelatin.
Whisk egg yolks, sugar and rum in large metal bowl to blend. Set bowl over saucepan of simmering water (do not allow bottom of bowl to touch water). Whisk until candy thermometer inserted into mixture registers 160°F, about 10 minutes (mixture will be thick). Remove bowl from over water. Immediately add gelatin mixture to yolk mixture and whisk until gelatin dissolves. Using electric mixer, beat mixture until cool, about 5 minutes.
Using electric mixer fitted with clean dry beaters, beat 1 cup whipping cream in medium bowl until stiff peaks form. Gently fold cream into yolk mixture in 3 additions. Spoon mousse into six 6-ounce coffee mugs or small wineglasses. Chill until mousse is set, at least 4 hours. (Can be made 1 day ahead. Cover; keep refrigerated.)
Spoon whipped cream atop mousse. Garnish with cinnamon sticks.