Bring the milk to a simmer in a medium saucepan. Add the tea bag, remove from the heat and let steep for 15 minutes. Discard the tea bag.
In a medium bowl, whisk the egg yolks with the sugar and cornstarch. Whisk in half of the warm milk. Pour the mixture into the milk in the saucepan and cook over moderate heat, whisking constantly, until the custard is thick, 6 to 7 minutes. Stir in the butter and transfer the custard to a bowl.
In a small saucepan, melt the jam with the Cognac. In a bowl, toss the fruit with the melted jam, then transfer to plates or bowls. Spoon the warm custard over or around the fruit and serve.