Preheat oven to 350°F/177°C.
Pour milk into a microwave-safe jar or glass and heat until steaming hot (but not boiling).
Place Earl Grey tea bags (you can use tea bags or loose leaf) into the milk and let it steep for a few minutes.
Remove the tea bags/tea leaves (save the tea to add into the batter if you like).
Note: as the tea may have absorbed some of the milk, you may need to add a little more milk to make 100ml total.
In a large bowl, whisk together egg, Earl Grey milk mixture, oil, sugar, salt, vanilla extract and baking powder. (If adding ground Earl Grey tea, add it to the mixture).
Add in the cake flour and whisk gently to combine until no lumps remain.
Pour the batter into each doughnut cavity, about ¾ way full.
Give the pan a few taps to release any trapped air bubbles.
Bake at 350°F/177°C for 12-15 minutes, or until a toothpick inserted comes out clean.
Cool in the pan for 10 minutes before transferring to a cooling rack.