Ali R. sent me this amazing article from Slate. In it, the author, Edmund Levin, attempts to reverse-engineer Proust's madeleine. Having done a lot of experimentation on the madeleine myself (and I'm still tweaking the recipe), I thought I would weigh in.
Here is the primary document, from Remembrance of Things Past:
She [Marcel's mother] sent for one of those squat plump little cakes called "petites madeleines," which look as though they had been molded in the fluted valve of a scallop shell … I raised to my lips a spoonful of the tea in which I had soaked a morsel of the cake. No sooner had the warm liquid mixed with the crumbs touched my palate than a shudder ran through me and I stopped, intent upon the extraordinary thing that was happening to me. An exquisite pleasure invaded my senses …
And suddenly the memory revealed itself. The taste was that of the little piece of madeleine which on Sunday mornings at Combray … when I went to say good morning to her in her bedroom, my aunt Leonie used to give me, dipping it first in her own cup of tea or tisane …. and the whole of Combray and its surroundings, taking shape and solidity, sprang into being, town and garden alike, from my cup of tea.
A cake with that kind of density is more like a cookie than a cake. Some modern madeleine eaters treasure the cake for it's softness, but I would assume that the cake as it was during Proust's time of wood-fired ovens was harder, hence the need to dip it in the tea to soften it. Because choux pastry is so laden with butter, to bake it consistently at high heat (400-425 degrees) and retain its soft texture without burning it, you need an extremely precise oven (i.e. gas-fired or electric) and constant temperature, which is difficult to attain with wood fire. Hence, the cake must have been baked at a lower temperature (300-350 degrees) for a longer time, thereby explaining the dense/dry/crumbly crumb that Proust so enjoyed.