Make the custard. Add the milk to a medium saucepan over medium-low heat and heat the milk until warm but not hot, then turn off the heat. Meanwhile, add the yolks, sugar, cornstarch, and salt to a medium bowl and beat until light and creamy.Pour the prepared mixture into the warm milk, place the saucepan over medium heat and mix constantly using a wooden spoon until the liquid starts thickening.Once the custard has thickened and begins to bubble, turn off the heat, stir in the vanilla, and cover with parchment paper making sure the parchment paper touches the custard (this prevents the custard from creating a skin). Allow the custard to come down to room temperature. This can be made up to 1-2 days ahead of time.
Preheat the oven to 375F (190C) and line 2 baking sheets with parchment paper. You can skip the parchment paper if you're using non-stick baking sheets.
Cut the puff pastry into strips. If you’re using frozen puff pastry, thaw it and roll it out onto a lightly floured work surface. Then, using a knife or a pizza cutter, cut the puff pastry into 1-inch (2.5 cm) thick strips.
Assemble the Cannoncini. Grab one of the strips of puff pastry and wrap it around a cream horn mold (I use these) starting from the tip of the mold and working your ways upwards, making sure you slightly overlap the the puff pastry as you wrap.
Bake. Place the Cannoncini onto your prepared baking sheets, making sure they aren't touching. Bake for 12-14 minutes or until puffy but still pale and allow them to cool down to almost room temperature before removing them from the molds.
STEP FIVE: Fill with custard. Transfer the custard into a piping bag cutting off the tip when ready to fill the Cannoncini. There’s no need to use a metal tip unless you want a specific look, you can just cut off the tip of piping bag and use just that. Slowly fill the custard horns until full, then dust with powdered sugar and enjoy!
Notes
Make-Ahead Instructions: the best way to prep ahead for Cannoncini is to make the custard (step 1) up to 1-2 days ahead of time. Once you cover it with parchment paper, allow it to come down to room temperature, then pop it in the refrigerator and chill it until ready to stuff the pastries. Do not fill these ahead of time, the custard will soften up the puff pastry!Storing Instructions: store in an an air-tight container in the refrigerator for up to 2-3 days. Keep in mind that the puff pastry will soften up overtime because of the natural humidity of the filling. They will still taste delicious, just softer.📷 DID YOU MAKE THIS RECIPE?!Tag @itsdamnspicy on Instagram and hashtag it #itsdamnspicy