Start the Pastry Cream: Pour the 2 cups (480 ml) whole milk into a medium saucepan and add 1/4 cup (50 g) of the granulated sugar. Heat over medium heat until the milk is steaming and small bubbles begin forming around the edges. Do not let it boil vigorously.

Whisk the Yolk Mixture: In a medium bowl, whisk the 4 egg yolks, remaining 1/4 cup (50 g) granulated sugar, 1/4 cup (30 g) cornstarch, and 1/8 teaspoon salt until smooth and noticeably lighter in color. The mixture should be thick but free of dry cornstarch.

Temper the Eggs: Slowly pour about one-third of the hot milk into the yolk mixture while whisking constantly. Gradually whisk in the remaining hot milk. Pour everything back into the saucepan.

Cook the Pastry Cream: Cook over medium heat, whisking constantly, until the mixture thickens and begins to bubble. Once it reaches a gentle boil, continue whisking for about 1 minute. The cream should be thick enough to leave clear whisk trails and mound briefly before settling.

Finish and Chill the Filling: Remove the saucepan from the heat and whisk in the 2 tablespoons (28 g) butter and 2 teaspoons (10 ml) vanilla extract until smooth. If the cream looks slightly lumpy, press it through a fine-mesh sieve. Transfer it to a shallow bowl and press plastic wrap directly against the surface. Refrigerate for at least 2 hours, until thoroughly chilled.

Prepare the Oven and Molds: Heat the oven to 400°F (200°C). Line a large rimmed baking sheet with parchment paper. Lightly grease the metal cream horn molds if they are not nonstick.

Cut the Puff Pastry: Unfold the cold puff pastry sheets on a lightly floured work surface. If needed, roll them very gently just enough to smooth the folds. Cut the pastry lengthwise into 12 strips total, each roughly 1 inch (2.5 cm) wide.

Wrap the Cannoncini: Starting near the narrow tip of each mold, wrap one strip of pastry around it in a spiral, overlapping each turn by about one-third of the strip's width. Do not stretch the pastry tightly. Stop before covering the wide open end completely so the mold can be removed after baking.

Add the Egg Wash and Sugar: Whisk together the 1 egg and 1 tablespoon (15 ml) water. Brush a thin layer over the exposed puff pastry, avoiding excessive egg wash where the pastry overlaps. Sprinkle evenly with the 2 tablespoons (25 g) granulated sugar.

Bake Until Deeply Golden: Arrange the wrapped molds seam-side down on the prepared baking sheet. Bake at 400°F (200°C) for 18 to 22 minutes, until the pastry is puffed, crisp, and an even deep golden brown. Pale pastry may remain soft after cooling, so give the shells enough time to brown thoroughly.

Remove the Molds: Let the pastries cool on the pan for about 5 minutes, just until safe to handle. Gently twist and slide out the metal molds while the pastry is still slightly warm. If a shell resists, rotate the mold carefully rather than pulling forcefully. Transfer the empty shells to a wire rack and cool completely.

Fill the Cannoncini: Whisk the chilled pastry cream briefly until smooth, then transfer it to a piping bag. Pipe cream into each cooled pastry shell from both ends so the center is fully filled without leaving gaps.

Finish and Serve: Dust the filled cannoncini with the 2 tablespoons (15 g) powdered sugar, if using. Serve soon after filling for the crispest pastry.