How to Make It
Whisk together egg yolks, milk, 1/4 cup sugar, and 1 tablespoon tea powder in a medium saucepan until smooth. Cook over medium-low, whisking constantly, until thickened, 7 to 9 minutes. Transfer mixture to a heatproof container; cover and refrigerate until chilled, about 2 hours.
Place mascarpone in bowl of a stand mixer fitted with the whisk attachment; add chilled egg custard. Beat on medium-high speed until mixture is fluffy, 3 to 5 minutes. Spoon mixture into a piping bag; cut a 1/2-inch hole in the tip. Set aside.
Place heavy cream and remaining 1 teaspoon sugar in a medium bowl. Using the dull side of a knife, scrape vanilla seeds from split vanilla bean pod into bowl. Discard scraped pod. Beat with an electric mixer on high speed until soft peaks form, about 2 minutes. Spoon whipped cream mixture into a separate piping bag; cut a 1/2-inch hole in the tip. Set aside.
Stir together 1 cup plus 2 tablespoons warm water and remaining 7 1/2 tablespoons tea powder in a small bowl. Stir in Madeira. Set aside.
Arrange 3 ladyfingers lengthwise, side by side, on a cutting board. Press down onto ladyfingers using a 2 3/4-inch ring mold to create a 2 3/4-inch circle of cookies. Fit cookie circle inside bottom of a 4-ounce glass. Repeat process using about 15 additional ladyfingers to fill bottoms of 8 glasses total, using cookie scraps as needed to fill glass bottoms. Drizzle 1 1/2 tablespoons tea mixture into each glass on ladyfinger layer.
Evenly pipe a layer of mascarpone custard (about 3 tablespoons) into each glass. Repeat step 5 to create an additional layer of ladyfingers and tea mixture in each glass.
Pipe a layer of whipped cream (about 1/4 cup) into each glass. Chill at least 4 hours or up to 8 hours or overnight. Finely grate milk chocolate over tiramisu just before serving.
Hong Kong–style milk tea, made with strong black tea stirred together with evaporated or condensed milk and plenty of sugar, dates back to the days of British colonial rule. Today, it remains a popular beverage in cafés across the city; King uses a concentrated powdered version (often used to make bubble tea) to add complexity to the custard in this tiramisu. Prince of Peace brand instant Hong Kong milk tea powder may be ordered online at amazon.com.