Pepperidge Farm Milano London Fog Cookie Review: Will These Earl Grey Treats Brighten Up Your Foggy Day? London Fog Latte London Fog is our new donut! Credit goes to our very own @madeline.em.j who has been asking for this flavor for months. This one is made with an Earl Grey custard and Our London Fog is getting an update in recipe! It used to be made with an oatmilk base but now, the new blend features dairy milk and cream. Why the London Fog Tea: A warm and hearty drink with the flavor of Earl Grey tea and milk.