Fill a large bowl with ice water and set aside. In a small saucepan over simmering water (a double boiler), whisk together the eggs and sugar until the sugar is dissolved. Slowly pour milk into the egg mixture, whisking all the while, until completely combined. Continue whisking over the double boiler until the custard is foamy and the temperature reaches 170 degrees F (about 10 minutes). Add matcha powder and whisk for another 30 seconds or until completely incorporated.

Transfer bowl to the ice bath and continue whisking until the mixture is cool, about 1 minute. Fold in the mascarpone and set aside.

Combine blood orange juice and triple sec in a shallow dish.

Spread 2 heaping Tbsps full of matcha custard into the bottom of the bowls. Break each ladyfinger into three pieces and dunk them into the mixture, one at a time. Add 1 drenched ladyfinger (which should now be in 3 pieces to fit into the bowl easier) into each cup and then top with another 2 heaping Tbsps matcha custard. Repeat with the rest of the ingredients into all four dishes are filled.

Cover and let chill for at least 2 hours or overnight. Dust with matcha powder before serving.