Bring the water to a boil in a small saucepan. Add the tea bag, cover, and remove from the heat. Let stand for 3 to 5 minutes. Remove the tea bag and stir in the sugar and cocoa. Return to the stove over medium heat and bring just to a boil. Mix in the milk, vanilla, cinnamon and nutmeg. Heat through but do not boil. Pour into mugs and top with whipped cream and a cinnamon stick garnish.