1. Make the Pastry Cream
In a saucepan, heat the milk until just simmering.
In a bowl, whisk egg yolks, sugar, and cornstarch until smooth and pale.
Slowly pour the hot milk into the egg mixture while whisking constantly (temper the eggs).
Return the mixture to the saucepan and cook over medium heat, stirring constantly, until thickened (about 2–3 minutes).
Remove from heat, stir in butter and vanilla.
Cover with plastic wrap directly on the surface and chill for at least 2 hours.
2. Prepare the Puff Pastry
Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
Roll out puff pastry on a lightly floured surface into a thin rectangle.
Cut into strips about 1 to 1.5 inches wide and 6–8 inches long.
Wrap each strip around a metal cannoli tube or rolled foil cylinder, overlapping slightly.
Brush with egg wash (egg + milk/water).
Bake for 12–15 minutes or until golden brown.
Let cool slightly before removing from the molds.
3. Fill the Cigars
Transfer chilled pastry cream to a piping bag fitted with a small round tip.
Pipe cream into both ends of each puff pastry cigar.
Dust with powdered sugar or dip ends in melted chocolate for extra flair.
🍫 Optional Variations
Add espresso powder or cocoa to the pastry cream for a mocha twist.
Use phyllo dough instead of puff pastry for a crispier version.
Roll the cigars in crushed nuts or coconut flakes before baking.
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