Roll out the puff pastry and cut into strips of approx. 2 x 20 - 22 cm and brush with water. Wrap a strip around a buttered metal mold (Schillerlockenform).
Place with a gap on a baking sheet lined with baking paper and brush with a whisked egg yolk, powdered sugar and milk mixture, then bake at 200 ° for about 12 minutes (see puff pastry packaging). Pull the cannoncini off the metal mold.
Filling:
Whip the cream.
Whisk the egg yolks with the sugar, add the flour and vanilla sugar and then slowly add the milk while stirring. Let it become a cream over a low heat while stirring constantly (it takes a while, do not stop stirring, otherwise it will clump). Let cool while stirring constantly. Now fold in the whipped cream.
Pour the cream into a piping bag and fill the cannoncini.