Steep earl grey tea in boiling water for 5 minutes, covered. Covering your tea while steeping will retain heat and, therefore, help extract all of the flavours.
While the tea is steeping, simmer milk in a small saucepan on the stove. Using a handheld frother, froth the warm milk until it is fluffy and cloud like (about 30 seconds).*
When the tea is done steeping, strain the tea leaves or remove the tea bags. Add sugar and vanilla. Stir until dissolved.
Top the cup of tea with the frothed milk and serve immediately. Enjoy!