To make the custard: combine the milk, 6 tablespoons sugar, and vanilla in a medium saucepan over medium heat. Stir and slowly bring to a boil. Set up an ice bath nearby. While the milk comes to a boil, beat the egg yolks and the remaining sugar in small bowl. Continue beating until the mixture thickens and the color lightens. Gradually folding in the flour. Whisking all the while, add a few drops of the boiling milk to the bowl. Add all of the egg mixture to the saucepan with the lemon zest, lower the heat to low, and, whisking constantly, cook until the mixture thickens, about 10 to 12 minutes. Remove from the heat and cool in the ice bath.
To make the tarts: In a medium-sized bowl, mix together the milk, flour, sugar, and butter until well combined. The mixture will form a smooth, fluid dough. You may need to add a little more milk, a teaspoon at a time. Form the dough into a ball and let it rest, covered, for 1 hour.
In the meantime, in a medium-sized saucepan, heat the olive oil until hot but not smoking. Add the pumpkin cubes and cook over medium heat, stirring constantly, until soft, about 15 minutes. Remove from the heat and let cool.
Using a sharp knife, cut the dough into 2 portions, 1 slightly larger than the other. Using a lightly floured rolling pin, roll each dough portion out into a circle, about 1/8-inch thick. Again, 1 portion will be larger than the other.
Preheat the oven to 400 degrees F.
Break the chocolate into little pieces. Place the chocolate in a bowl with the cooled pumpkin, and the confectioners custard. Stir until well combined. Place 1 tablespoon of the mixture at regular intervals (about 2-inches apart) on the smaller dough round. Using a pastry brush, brush the same pastry with the beaten egg, covering all the pastry that remains uncovered by the pumpkin mixture.
Lay the other pastry round on top of the first and use your fingers to crimp and seal the edges. Using a small, round cookie cutter (preferably one that is scalloped), cut around the mounds of fillings to create individual filled tarts. Use your fingers again to lightly seal each individual tart. Brush the tops of the tarts with the beaten egg mixture.
Bake on a cookie sheet in a preheated oven until golden brown, about 15 to 20 minutes. When the pastries are cooked and cooled, cover them with confectioners sugar.