Bring the filtered water to a full boil in a small saucepan.
Pour the boiling water into an 8-ounce mug, then immerse the chai tea bag in the water.
Allow the tea to infuse for 5 minutes so the spices and tea flavor become concentrated.
Remove and discard the tea bag. Add the granulated sugar and stir until the crystals have completely dissolved.
While the tea is steeping, pour the milk into the saucepan and warm it over medium heat.
Heat the milk only until steam begins to rise, taking care not to let it boil.
Whisk the hot milk briskly until a layer of foam develops. Alternatively, use a handheld milk frother to achieve a smoother, more abundant froth.
Pour most of the steamed milk into the prepared chai concentrate and stir gently to combine.
Spoon the remaining milk foam over the surface of the latte.
Finish with a delicate sprinkle of ground cinnamon, if desired, and serve immediately.