01 -
Warm the milk in a pot over medium heat, but don't let it boil. Meanwhile, mix your yolks, sugar, vanilla, and flour in a separate bowl until the blend looks light and smooth. Slowly pour in the warmed milk while mixing non-stop to prevent the eggs from cooking unevenly. Return everything to the pot, keeping the heat at medium, and keep stirring until it turns rich and creamy. Place it in a bowl, cover directly with plastic wrap (to stop it from forming a skin), and let it chill in the fridge for around 1 hour.
02 -
Set your oven to bake at 400°F (200°C). Dust your work surface with sugar and roll out the puff pastry into a rectangle about 9x12 inches. Cut it into 12 strips of equal width. Wrap each strip around a cannoli mold, overlapping slightly as you go. Lay the wrapped molds seam-side down on a baking sheet lined with parchment paper. Beat the egg with a bit of water and use it to brush over each prepared pastry. Bake for 15 to 20 minutes until beautifully golden and crisp. Cool slightly, then carefully slide off the molds.
03 -
Once both components are fully cooled, load your creamy custard into a piping bag. Squeeze filling into each pastry horn from both ends to make sure every bite is loaded with flavor. Give the filled pastries a final sprinkle of powdered sugar right before enjoying. They're now ready to be shared or savored!