In a large mixing bowl, combine the eggs, egg yolks, and sugar. Using a mixer on high speed, beat the mixture for about 20 minutes until it becomes thick, pale, and airy.
Reduce the mixer to low speed and gradually add the sifted flour, alternating with the vanilla-infused milk. Continue mixing just until the ingredients are fully incorporated and the batter is smooth.
Divide the batter evenly into three separate bowls. Add a few drops of different food colorings into each bowl, stirring gently until the colors are vibrant and evenly distributed.
Prepare a steamer by bringing water to a boil over high heat. Wrap the underside of the steamer lid with a clean kitchen cloth to prevent condensation from dripping onto the cakes.
While waiting for the water to reach a rolling boil, line the steaming molds with cupcake liners. Fill each liner completely with layers of the colored batters, creating a multicolored effect in each cup.
Once the water is boiling, carefully place the filled molds into the steamer. Cover with the cloth-wrapped lid and steam over high heat for 20 to 25 minutes, or until the cakes are fully set and puffed up.
Remove the molds from the steamer and immediately transfer the colorful steam sponge cakes to a serving plate. Serve warm or at room temperature, and enjoy their soft, fluffy texture and cheerful colors.