In a medium bowl, beat the egg for a minute or two, until light and airy and appears pale yellow. Whisk in 1/3 to 1/2 cup granulated sugar and vanilla extract and beat the mixture for another minute or two. Set aside.
In a clean, dry saucepan, combine the heavy cream, whole milk and 1/4 cup granulated sugar and heat on medium or medium-low (depending on how strong your stove is), whisking from time to time to dissolve the sugar, until the mixture reaches approximately 175 deg F (you can use a candy thermometer, or you can watch and listen to the mixture - it should almost start to simmer but not quite).
Remove the saucepan off the heat and add a tiny stream of the hot cream mixture into the egg mixture, whisking the egg mixture quickly and continuously as the tiny stream of hot cream is incorporated. Do this until approximately 1/4 cup of the hot cream mixture has been whisked into the egg mixture. Quick and continuous whisking prevents the egg mixture from scrambling upon contact with the hot cream mixture.
Gradually add the warmed egg mixture back into the saucepan containing the remaining cream mixture, whisking the cream mixture quickly and continuously as the egg mixture is gradually incorporated into the cream mixture.
Whisk the Earl Grey tea into the cream mixture and allow it to steep for at least 2 to 3 minutes (or longer for a more intense tea flavor).
Heat the saucepan containing the custard mixture on medium, whisking frequently, until the mixture just reaches 180 deg F (just barely reaching boiling). Immediately remove the saucepan from the heat and give the mixture another few good whisks off heat.
Strain the hot custard mixture through a fine sieve lined with a layer or two of cheesecloth into a large bowl (ceramic, glass or stainless steel, not plastic), making sure to capture all the tea leaves in the cheesecloth layers. The cheesecloth and tea leaves can be discarded or composted or re-purposed for other uses.
Allow the filtered custard base to cool to room temperature, and then cover and refrigerate for at least 4 hours (preferably overnight). Prepare your ice cream maker canister if it requires 24 hours to pre-freeze before use. I use the Cuisinart ICE-21.
When you are ready to churn the ice cream, set up and turn on the machine. Slowly and carefully pour the chilled custard base into the churning canister through the opening at the top. Churn for about 15-20 mins, until the texture of the mixture thickens into a soft-serve consistency.
Turn the machine off and unplug it (safety first!). Use a wooden spoon or rubber spatula to quickly transfer the ice cream into freezer-safe airtight container(s) and freeze for at least 4 hours (preferably overnight).