Start by preparing the custard cream (crema pastiera):
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Warm up the milk until hot (not boiling).
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In a medium-sized pan, whisk the egg yolks with the sugar, vanilla extract, and flour, until light and fluffy.
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Add the milk some at a time while whisking, making sure there are no lumps.
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Set the pan over mediocre 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 desired thickness.
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Pour the cream into a glass bowl, cover with plastic wrap, and let it cool down. Chill for at least one hour.
For the pastry horns:
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Preheat the furnace to 400°F (200°C).
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Spray some sugar on the counter and on top of the puff pastry and roll it out to a rectangle about 9 by 12 inches.
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Cut into 12 strips (about 1 inch thick). Easy way to do it: cut the pastry into three parts, and then each part into four strips.
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Roll each strip onto a horn mold (conical in shape). The pastry has to overlap (about half of the length).
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Place on a baking sheet lined with parchment paper with seem (end of the strip) side down.
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Beat one egg with one tablespoon of water. Brush lightly each pastry cone with the egg wash.
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Make sure you keep the egg wash away from the mold. It will make it harder to remove the pastry horn from the mold once baked.
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Bake at 400°F (200°C) for about 15-20 minutes until golden on top.
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Let them cool down for a couple of minutes and gently remove from the mold.
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