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 some at a time while whisking, making sure there are no lumps.
Place the pan over medium heat and stir continuously until it reaches a slow boil. The cream will thicken, so be careful not to let it stick to the bottom. Lower the flame and cook for a couple of more minutes, until you reach the desire thickness.
Pour the cream in a glass bowl, cover with plastic wrap and let it cool down. Refrigerate for at least one hour.
For the pastry horns:
Preheat the oven to 400°F (200°C).
Sprinkle some sugar on the counter and on top of the puff pastry and roll it out to a rectangle about 9 by 12 inches.
Cut into 12 stripes (about 1 inch thick). Easy way to do it: cut the pastry in three parts, and then each part into four strips.
Roll each strip onto a horn mold (conical in shape). The pastry has to overlap (about half of the length).
Place on a baking sheet lined with parchment paper with seem (end of the strip) side down.
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