Start by preparing the custard cream (crema pastiera):
Warm up the milk until hot (not boiling).
In a medium-sized pan, whisk the egg yolks with the sugar, vanilla extract, and flour, until light and fluffy.
Add the milk some at a time while whisking, making sure there are no lumps.
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.
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:
Preheat the furnace to 400 Β°F (200 Β°C).
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.
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.
Roll each strip onto a horn mold (conical in shape). The pastry has to overlap (about half of the length).