Preheat the Oven: Preheat your oven to 400°F (200°C). Prepare a baking sheet by lining it with parchment paper.

Cut the Puff Pastry: Unroll the puff pastry sheet on a lightly floured surface. Cut it into 1/2-inch wide strips.

Wrap the Molds: Lightly grease the cannoncini molds. Starting from the pointed end, wrap one strip of puff pastry around each mold, slightly overlapping the layers as you go. Brush the pastry with beaten egg and sprinkle with granulated sugar.

Bake: Place the wrapped molds, seam side down, on the prepared baking sheet. Bake for 15-20 minutes or until the pastry is golden and puffed. Let them cool slightly before carefully removing the molds. Allow the pastry horns to cool completely before filling.

Whisk Egg Yolks and Sugar: In a medium saucepan, whisk together the egg yolks and granulated sugar until well combined. Mix in the flour until smooth.

Heat the Milk: In a separate pan, gently heat the milk until it's just about to boil. Gradually pour the hot milk into the egg yolk mixture, whisking constantly to prevent the eggs from scrambling.

Cook the Mixture: Place the saucepan over medium heat. Cook the mixture, stirring constantly, until it thickens and comes to a gentle boil. Remove from heat and stir in the vanilla extract.

Cool the Cream: Transfer the cream to a bowl and cover it with plastic wrap, pressing the wrap directly onto the surface to prevent a skin from forming. Chill in the refrigerator until it's completely cool.

Fill the Cannoncini: Once the cream is cool and the pastry horns are ready, spoon the Italian cream into a piping bag fitted with a narrow nozzle. Carefully pipe the cream into each pastry horn, filling them completely.

Dust with Powdered Sugar: Just before serving, dust the cannoncini with powdered sugar for an extra touch of sweetness and elegance.