Preheat oven to 325°F. Bring coconut milk/cream, macadamia milk and vanilla bean just to simmer in heavy medium saucepan over medium heat. Remove from heat.
Whisk yolks and natural sweetener in large bowl to blend. Gradually whisk into coconut milk/cream mixture. Add chai tea. Strain mixture into another bowl. Cool 10 minutes, skimming any foam from surface.
Divide mixture among six 3/4-cup custard cups. Cover each with foil. Place cups in large baking pan. Add hot water to baking pan to come halfway up sides of cups. Bake until custards are set but centers still move slightly when gently shaken, about 55 minutes. Remove from water. Chill custards until cold, about 3 hours. (Can be made 2 days ahead. Cover and keep chilled.)