Warm up the milk until hot (not boiling).

In a medium sized pan, whisk the egg yolks with the sugar, vanilla extract, and flour until light and fluffy.

Add the milk gradually while whisking, ensuring no lumps remain.

Place the pan over medium heat and stir continuously until it reaches a slow boil, then lower the flame and cook for a couple more minutes until desired thickness is reached.

Pour the cream into a glass bowl, cover with plastic wrap, and let it cool. Refrigerate for at least one hour.

Preheat the oven to 400°F (200°C).

Sprinkle some sugar on the counter and on the puff pastry, then roll it out to a rectangle about 9 by 12 inches.

Cut the pastry into 12 stripes (about 1 inch thick).

Roll each strip onto a horn mold, ensuring the pastry overlaps by about half the length.

Place on a baking sheet lined with parchment paper with the seam side down.

Beat one egg with one tablespoon of water and lightly brush each pastry cone with the egg wash, avoiding the mold.

Bake at 400°F (200 °C) for about 15-20 minutes until golden on top.

Let them cool for a couple of minutes, then gently remove from the mold.

Fill with the cream using a piping bag, sprinkle with powdered sugar if desired, and enjoy!