Make the pastry cream: In a medium saucepan, heat the milk and lemon zest until just simmering. In a separate bowl, whisk egg yolks and sugar until pale, then whisk in the flour.

Slowly pour the hot milk into the egg mixture while whisking constantly (tempering). Return the mixture to the saucepan.

Cook over medium heat, whisking constantly, until the cream thickens and bubbles. Remove from heat, stir in vanilla, and transfer to a bowl. Cover with plastic wrap touching the surface and chill completely.

Preheat oven to 400°F (200°C) and line a baking sheet with parchment paper.

Roll out the puff pastry sheet slightly. Cut into 12 long strips, about 1 inch wide.

Lightly grease cream horn molds. Wrap one strip of pastry around each mold, overlapping the edges slightly to create a spiral.

Brush each horn with egg wash (egg beaten with water) and roll in granulated sugar.

Place on the baking sheet and bake for 15-20 minutes until golden brown and puffed.

Let them cool for a few minutes, then gently slide the pastry shells off the molds. Let them cool completely on a wire rack.

Once the shells and cream are completely cold, transfer the pastry cream to a piping bag fitted with a star or round tip.

Pipe the cream into each pastry shell until full.

Dust generously with powdered sugar before serving.

Best enjoyed on the day they are made to ensure the pastry stays crispy.