In a small saucepan, warm the milk until hot but not boiling. In a separate medium saucepan, whisk together the egg yolks, sugar, flour, and vanilla extract until smooth.

Gradually add the hot milk to the egg mixture, whisking constantly to prevent lumps. Place the saucepan over medium heat and stir continuously until the custard reaches a gentle boil and begins to thicken. Scrape the bottom and sides frequently to avoid scorching.

Once thickened to the desired consistency, remove from heat and transfer the cream to a bowl. Cover with plastic wrap pressed directly onto the surface to prevent a skin from forming. Refrigerate for at least 1 hour before use.

Preheat the oven to 400°F (200°C). Lightly dust a clean surface with granulated sugar, then place the puff pastry sheet on top. Sprinkle more sugar over the pastry and cut into twelve 1-inch strips.

Wrap each strip of pastry around a cone-shaped mold, slightly overlapping the edges. Place the prepared cones on a parchment-lined baking sheet. Brush with beaten egg.

Bake the cones for 15–20 minutes, or until golden brown and crisp. Allow them to cool for several minutes before carefully removing them from the molds.

Transfer the chilled custard into a piping bag and fill each cooled pastry cone. Dust with confectioner’s sugar before serving.