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Preheat oven to 400°F. Line a baking sheet with parchment paper.
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On a floured surface, roll out puff pastry and cut each sheet into 4 even strips.
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Wrap strips around cream horn molds or foil-wrapped cones, overlapping slightly.
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Bake for 12 minutes until light golden brown. Let cool on molds 20 minutes, then remove.
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For filling, cream butter and shortening. Add powdered sugar, fluff, vanilla, and cream. Beat until fluffy.
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Pipe or spoon filling into cooled pastry horns from both ends.
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Store filled cream horns at room temperature for up to 3 days.
