Preheat oven to 300 degrees. Combine celery root, milk, heavy cream, salt, and pepper in a medium saucepan, and bring to a boil over medium heat. Reduce heat to low, and simmer until celery root is tender, about 40 minutes.
Strain gently through a fine-mesh sieve; do not push on celery root. (Mixture should yield 1 1/4 cups liquid.) Discard celery root. Place egg and yolk in a bowl; whisk in hot milk mixture until combined.
Fill 12 one-ounce glass jars three-quarters full (empty, clean caviar jars work well for this). Set in a roasting pan, and place in the oven. Add hot water to pan halfway up sides of jars. Cover pan with foil, and bake until custard is set in the center, 25 to 30 minutes. Transfer jars to a wire rack and let cool completely. Cover with lids, and transfer to refrigerator to set at least 4 hours or up to 3 days. Just before serving, top each custard with 1/2 teaspoon caviar.