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 there are no lumps.

Place the pan over medium heat and stir continuously until it reaches a slow boil. Cook until the cream thickens, about a couple of minutes more.

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

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

Roll each strip onto a conical horn mold, overlapping each strip 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, then brush each pastry cone lightly 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 cream using a piping bag before serving. Sprinkle with powdered sugar if desired.