Note: Reserve a small amount of minced peppers for garnish.
Preheat oven to 350°F Cut heads of garlic in half horizontally and place cut side up in a roasting pan. Drizzle 1 teaspoon olive oil over each half. Sprinkle pan with 2 to 3 tablespoons water, cover tightly with foil, and bake for 30 to 40 minutes.
Uncover and continue baking until garlic is golden brown, 5 to 7 minutes more. Remove from pan and let cool. Squeeze softened garlic from husks and purée in a blender with a small amount of olive oil.
In a mixing bowl, whisk egg yolks and set aside. In a heavy-bottomed saucepan, bring cream, bell peppers, and puréed garlic to a simmer and cook for 15 minutes. Gradually add cream mixture to egg yolks, stirring continuously with a spoon. Season with salt and pepper.
Make the Masa Tart Shells:
Note: You will need a muffin tin with cups measuring 1 1/2 inches in diameter to make bite-size tarts.
Preheat oven to 300 degrees. Using an electric mixer, combine masa and shortening.
Add salt and powdered chile and mix again. Add chicken stock in 3 batches, mixing well with a spoon after each addition. Dough should be a thick paste; add more masa if too thin.
Using your fingers or a small spoon, press dough 1/8 inch thick into each cup of muffin tin.
Ladle custard to just under rim. Bake in a water bath for 1 hour and 10 minutes.
Remove muffin tin from oven, loosen tarts with a knife, and remove from tin. Sprinkle with cotija cheese and garnish with minced peppers.
Tarts can be cooked up to 2 days ahead and refrigerated. Reheat at 350°F for about 10 minutes. Makes 24 tarts.