Probably the best custard tarts in the world are made in Lisbon. One of my favourite bakers is Manteigaria. If you are in Lisbon you must go!!
Here, they make the fabulous Pasteis de Nata taste bombs in front of you. They are deliciously soft, and sweet, and are a cult in Lisbon. Try them naked, with icing sugar or even cinnamon sugar. And, they only cost 1 Euro each!!
You will know when you get near the shop as there is a constant queue or people trying to get at the tarts: