When to add Milk powder while preparing a cup of Tea (Chai)?

Some powders mix better with cold water than hot, and milk powder seems to be one of them. Making a paste using a small amount of water also helps.

You can make a paste of cold water and milk powder in the cup before adding the tea, or you can make the paste, add the tea, optional sugar and more water, then boil. You may be able to put the powder in the cup, ad a small amount of tea and make a paste, then add the rest of the tea while stirring.

I do something similar with instant hot chocolate (which contains powdered milk) if making it in a mug. Another approach (which I use with instant hot chocolate when taking it out hiking) is to use a vacuum flask like a cocktail shaker: put the powder in and half fill with water, shake hard, then top up the water. Unless you want the tea in a flask this is just a way of making more washing up.

As an alternative, milk-based powdered whiteners sold for tea and coffee have more soluble ingredients than milk derivatives, and don't form clumps. The ingredient list for one I could easily buy is Glucose Syrup, Coconut Oil, Stabiliser (Dipotassium Phosphate, Sodium Polyphosphate), Milk Proteins, Emulsifier (Mono- and Di-Glycerides of Fatty Acids), Anti-caking Agent (Silicon Dioxide), Colour (Beta-Carotene). Other whiteners have no milk in them at all.