Measure the matcha into a small bowl and whisk with the hot water until smooth and lump-free; set aside to cool slightly while you prepare the milk base.
In a medium saucepan combine oat milk, sugar and agar-agar powder. Whisk briefly to distribute the agar, then bring the mixture to a gentle boil over medium heat, stirring frequently so nothing sticks.
Once the milk reaches a full boil, reduce heat to low and simmer for 3 minutes, stirring constantly, until the agar and sugar are completely dissolved and the liquid feels slightly thickened.
Temper the bloomed matcha by stirring a few tablespoons of the hot milk into the matcha bowl to loosen it, then pour the matcha back into the saucepan along with the vanilla extract. Whisk until evenly colored.
Strain the pudding mixture through a fine-mesh sieve into a measuring cup or bowl with a spout to remove any clumps. Divide the warm pudding among four serving glasses or jars.
Let the cups cool on the counter for 10 minutes, then transfer to the fridge and chill uncovered until fully set, about 1 1/2 hours (or up to 3 hours for firmer texture).
When the pudding is set, assemble each parfait: spoon a layer of coconut yogurt over the matcha pudding, sprinkle with granola, add a generous handful of blueberries, and repeat once if your glass allows.
Finish each parfait with a light dusting of matcha powder and serve chilled. If preparing ahead, keep toppings separate and add just before serving to preserve crunch.