Heat the milk to boiling point in a saucepan, then add the tea bags and remove from the heat. Leave to infuse until the milk has cooled to room temperature, then remove the tea bags.
Preheat the oven to 220°C/fan 200°C/gas mark 7. Put the flour and baking powder in a large bowl and add the butter. Using your fingertips, rub the butter into the flour until it resembles fine breadcrumbs. Stir through the sugar.
Whisk the eggs with the cooled milk, then add this to the flour. Mix until it comes together to form a soft dough. The mixture should feel quite sticky and wet – if it’s too dry, add a splash more milk. Lightly flour your work surface and tip the dough on to the surface. Knead the dough gently by folding it in half, turning 90° and then folding again, repeating this process a couple of times until the dough feels smooth. Roll out the dough to a thickness of 3cm and cut out your scones using a scone cutter, reworking the offcuts together again to ensure you use all the dough.
Place the scones on a baking tray lined with greaseproof paper, making sure they have enough space around them to rise. Leave for approximately 30-45 minutes at room temperature. Glaze the tops with beaten egg and bake in the oven for 15 minutes, or until well risen and golden brown.
Put the blueberries in a pan with the lemon zest and juice. Heat over a medium heat and cook for 8 minutes, until the blueberries have started to break down. Mix the cornflour with a splash of water and mix to a paste. Add to the blueberries and continue to cook for a further couple of minutes, until thick and jammy. Leave to cool, then serve the scones with the compote and yogurt.