Prepare the Custard: In a saucepan, combine milk, sugar, and cornstarch. Heat over medium heat until warm. In a separate bowl, whisk egg yolks. Slowly temper the yolks by adding a little hot milk mixture at a time, whisking constantly. Return mixture to the saucepan and cook, stirring, until thickened. Remove from heat and stir in vanilla extract. Let cool slightly.
Prepare the Pastry: Preheat oven to 400°F (200°C). Roll out the puff pastry sheet and cut into desired shapes (squares or rectangles).
Fill the Pastry: Spoon custard into the center of each pastry piece, leaving edges free for folding or sealing. Fold or cover as desired.
Egg Wash: Beat egg with water and brush over the tops of the pastries for a golden finish.
Bake: Bake in preheated oven for 15–20 minutes, until puffed and golden brown.
Serve: Let cool slightly before serving. Optional: dust with powdered sugar or drizzle with icing.
Serving and Storage Tips:
