In a large bowl, mix together the flour and powdered sugar. Add the cold, cubed butter and use your fingers or a pastry blender to cut the butter into the flour until the mixture looks like coarse crumbs. Mix in the egg yolk and ice water until the dough just comes together. Don't overmix! Form the dough into a disc, wrap it in plastic wrap, and chill in the fridge for at least 30 minutes.
Preheat your oven to 375°F (190°C). Lightly flour a clean surface and roll out the chilled dough to about 1/8 inch thickness. Use a cookie cutter or a knife to cut out circles slightly larger than your tart tins. Gently press the dough circles into the tart tins, trimming off any excess dough. Prick the bottom of each tart shell with a fork.
Line the tart shells with parchment paper and fill with pie weights or dried beans. Bake for 15 minutes. Remove the parchment paper and weights and bake for another 5-7 minutes, until the crusts are lightly golden brown. Let the crusts cool completely while you make the custard.
In a saucepan, pour in the heavy cream and add the Earl Grey tea bags. Heat over medium heat until the cream just begins to simmer. Remove from the heat, cover, and let the tea bags steep in the cream for 30 minutes. After steeping, remove the tea bags and gently squeeze out any excess cream from them.
In a separate bowl, whisk together the granulated sugar, salt, and egg yolks until pale and slightly thickened. Gradually whisk in the warm Earl Grey infused cream. Stir in the vanilla extract.
Pour the custard mixture into the cooled tart shells, filling them almost to the top. If you like, sprinkle a tiny pinch of nutmeg on top of each tart. Bake for 20-25 minutes, or until the custard is just set but still has a slight jiggle in the center.
Let the Earl Grey Infused Custard Tarts cool completely at room temperature, then chill them in the refrigerator for at least 2 hours before serving.