To begin, make the custard cream (crema pasticcera):
Warm the milk until it is hot (not boiling).
Whisk the egg yolks, sugar, vanilla extract, and flour together in a medium-sized pan until the mixture is light and fluffy.
While whisking, add the milk a little at a time, making sure there are no lumps.
Set the pan over medium heat and keep stirring it until it starts to slowly boil.
The cream will get thicker, so don’t let it get stuck to the bottom. Turn down the heat and cook for a few more minutes, until the sauce is as thick as you want it to be.
Pour the cream into a glass bowl, cover it with plastic wrap, and let it cool down. Put it in the fridge for at least an hour.
For the horns of pastry:
Preheat the oven to 400°F (200°C).
Sprinkle sugar on the counter and the puff pastry, then roll it out into a 9-by-12-inch rectangle.
Cut into 12 stripes (about 1 inch thick). Cut the dough into three pieces, and then cut each piece into four strips.
Roll each piece into a horn shape (conical in shape). The pastry must touch (about half of the length).
Place the seam side down on a baking sheet covered with parchment paper.
Mix together one egg and a tablespoon of water. The egg wash should be used to lightly coat each pastry cone.
Make sure the egg wash doesn’t get on the mold. It will be harder to get the baked pastry horn out of the mold.
Bake at 400°F (200°C) for 15–20 minutes, or until the top is golden.
Let them cool for a few minutes, then carefully take them out of the mold.
If the pastry sticks to the mold, gently press it in (to make the circumference smaller) and turn it inside the pastry until it comes off.
Fill with cream before serving.
If desired, top with powdered sugar and serve.