Hong Kong Milk Tea Tiramisu

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.