Delicate, flaky, cream-filled pastries such as cream horns are staples in the pastry shops of Europe, and rightfully so. At once light and rich, they make a memorable accompaniment to a cup of strong coffee or a visually arresting display when you're entertaining. Preparing these elegant treats at home is easier than you might think, especially if you use store-bought puff pastry. The only specialized equipment you'll need is the characteristic conical forms for the horns.
Roll a sheet of homemade puff pastry, or the store-bought version after thawing, to an even thickness of about 1/8 inch. Store-bought puff usually begins at "half-sheet" size, 11 inches by 15 inches, and will be roughly 14 by 18 inches when you're finished. Pierce the dough evenly with a fork, all across its surface. This is called "docking" the dough, and it moderates the pastry's ability to puff. In this instance, the less it puffs, the better your horns will hold their shape. Rest the prepared dough in your refrigerator for 20 to 30 minutes, to relax the gluten.
Cut the dough lengthwise into strips, 1/2 to 3/4 inch in width. To ensure straight lines, wash a plastic or metal ruler and use that as your guide. The strips should be approximately 18 inches long to fully cover a standard cream-horn form, which is 5 inches long and about 2 inches in diameter at the opening.
Whisk an egg with approximately a teaspoon of water, to make an egg wash. Brush this over the tops of your first few strips of pastry, refrigerating the rest of the dough until needed.
Grease the forms liberally with butter or shortening. Fold the end of your first strip over the pointed tip of your form. Holding the wide end of the conical form, wrap the strip of dough around it in a continuous spiral. At each turn, the dough should overlap half of the previous width of dough.
Brush each finished horn with more egg wash, and roll it in fine sugar so it's coated on the top and sides. The end of your strip of dough, at the open end of the form, always goes on bottom. This helps prevent it from shrinking and unwinding as it bakes.
Repeat for the remaining horns, spacing them evenly on a parchment-lined baking sheet as you finish. Place the entire sheet pan in your freezer for 15 to 20 minutes, which relaxes the gluten and helps the egg wash "glue" the dough into its proper shape.
Baking and Filling
Preheat your oven to 400 degrees Fahrenheit, while the horns are chilling.
Remove your sheet pan from the freezer and ensure that none of the horns have rolled or shifted position. The free end of the dough, where you finished winding it around your form, should always be underneath. Slide the pan into your oven.
Bake for approximately 20 minutes or until the pastry is crisp, well-browned and no longer smells of unbaked dough when you sniff it. Remove the pan from your oven and let the horns cool until just warm, then carefully extract the forms from the delicate pastries.
Cool the pastry shells completely in a dry, well-ventilated location. Prepare a batch of sweetened, vanilla-scented whipped cream, while the shells cool and become crisp.
Place a star-tip in a pastry bag and fill it with the whipped cream. Holding the horns delicately in your cupped hand, place the bag's tip well inside the cone and fill it with cream, making a rosette at the opening. Repeat with the remaining horns and serve them as soon as possible.