Start by preparing the pastry cream:
Heat the milk until hot (not boiling).
In a medium saucepan, whisk egg yolks with sugar, vanilla extract and flour until light and fluffy.
Add the milk a little at a time, whisking, making sure there are no lumps.
Placing saucepan over medium heat and stir until it comes to a slow boil. The cream will thicken, so be careful not to let it stick to the bottom. Lower flame and cook for a few more mn, to you reach desired thickness.
Pour cream to a glass bowl, cover with plastic wrap & let cool. Refrigerate at least an hour.
For the dough horns:
Preheat oven to 400°F (200°C).
Sprinkling sugar on the counter and on puff pastry and roll it out to a rectangle about 9 by 12 inches.
Cutting to 12 strips (about 1 inch thick). An easy way to do this: cut the dough into three parts, then each part into four strips.
Roll every strip on a horn mold (conical shape). The dough overlap (about half the length).
Placing on a parchment-lined baking sheet with side (strip end) down.
Beating an egg with a tsp of water. Lightly brush each cone of dough with the egg wash.
Be sure to keep the egg wash away from the mold. It will be more difficult to removing pastry horn from mold once baked.
Bake at 400°F (200°C) for about 15-20 minutes until top is golden brown.
Let them cool for a few minutes and gently remove from the mold.
If the dough sticks to the mold, you can press the mold down a bit (to make the circumference smaller) and turn it very gently inside the dough until it comes off. Before serving, fill with cream. Sprinkle with powdered sugar if desired and Enjoy