Add milk and tea bags to a small saucepan over low heat. Heat gently for 10-15 minutes, stirring occasionally. Do not let boil. Remove tea bags. Pour milk into a bowl over ice bath and let cool, about 10 minutes.
Remove the bowl from the ice bath and add vanilla pudding mix. Whisk for 2-5 minutes until thickened. Transfer to a pastry bag fitted with a round tk tip and set aside in fridge.
Add candy melts to a microwave-safe bowl and microwave in 30 second intervals, whisking in between, until melted. Transfer to a piping bag. Pipe out 8 pairs of wings onto parchment-lined baking sheet, using a template if needed. Chill in fridge until set, about 10 minutes. Spray with edible gold spray and let set.
Add about 4 inches of oil in a heavy-bottomed pot and attach a thermometer. Heat oil to 350 degrees F. Fry biscuits in batches until golden brown and transfer to a paper towel-lined plate to drain.
Insert a chopstick in the side of each doughnut and wiggle around to hollow some space. Fill with chilled pudding mixture.
Add the cream cheese, sugar, and salt to the bowl of a standing mixer fitted with a whisk attachment. Beat until fluffy and transfer to a large bowl.
Add the heavy whipping cream and several drops of blue gel food coloring to the standing mixer and whip to stiff peaks.
Fold the whipped cream into the cream cheese mixture in 3 batches.
Transfer mixture to a piping bag fitted with an 826 star tip.
Pipe a swirl of frosting on top of each doughnut. Sprinkle silver stars over the frosting. Insert the wings into the frosting and enjoy!