Directions

• For the quick puff pastry
• In a bowl of a stand mixer with a paddle attachment quickly mix together flour, confectioners’ sugar, salt, and butter. In a small bowl combine the egg and water. Add the liquid to the mixer and mix until just combined – the butter should still have whole pieces.
• Place the dough between two pieces of plastic wrap and roll out to form a rectangle, approximately 12″ x 7” with the long side of the rectangle facing you. Remove the top layer of plastic. Do a letter fold, first folding a third in from the right, then from the left. Wrap the dough in plastic and place in the refrigerator for 20 to 30 minutes, or in the freezer for 10 minutes. 
• Retrieve the dough from the fridge/freezer. Turn the dough 90 degrees so that the long side of the business letter-shaped dough is facing you, and roll out again in between the plastic wrap to form a rectangle. Do another letter fold. Press down lightly, turn 90 degrees and repeat, before refrigerating, or freezing again. The idea is that the butter creates streaks inside the dough, without melting while rolled. If you feel that the dough is getting too warm, put it back in the refrigerator/freezer in between folds.
• Retrieve the dough once again, and repeat another two letter folds, making sure to turn the dough 90 degrees every time. After the last turn, place the puff pastry in the refrigerator for another 30 minutes. Prepare a baking sheet with parchment paper, and preheat the oven 375 degrees Fahrenheit.
• Cut the puff pastry in half. Keep one half with you. Wrap the other half tightly and place in the refrigerator – so that it will stay cold.
• Roll the puff pastry between plastic wrap, to form a rectangle 12 by 24 inches, 1/8th inch thick. With a knife or a pizza cutter slice the puff pastry into twenty four 1 inch wide strips. With a pastry brush lightly brush the egg over the strips – this will help them stick together when you roll them onto the molds.
• Proceed one mold at the time. Grease it with oil spray, then, holding one end of the strip of dough on the mold, start rolling it around, so that the edges of the strip overlap slightly. Place the mold onto the baking sheet. Continue until the 24 cannoncini are ready. Place in the freezer for 10 minutes. Brush the top with the egg again, and abundantly sprinkle granulated sugar on top.
• Bake for 11 to 15 minutes, until puffed and golden brown. Take from the oven, let them rest for a couple of minutes, and then carefully unmold. Let the cannoncini cool on a cooling rack.
• Repeat with the rest of the puff pastry that you left in the refrigerator.
• For the pastry cream
• Warm the milk and vanilla into a medium sized heavy bottomed saucepan.
  Meanwhile, in a medium bowl, whisk together the egg yolks and the sugar. Add the cornstarch, and whisk together until smooth. 
• Slowly add the milk into the egg mixture. Immediately whisk to distribute heat.
  Pour all of the egg-milk mixture back into the saucepot. Set pot over medium heat. Stir constantly until mixture thickens. Keep stirring and let the custard come to a boil for 20-30 seconds to cook out unwanted cornstarch flavor. Remove from heat.
• Immediately pour the hot pastry cream into a medium bowl. Cover the pastry cream with plastic wrap, allowing the wrap to touch surface of pastry cream. Let it cool before using.
• Assembling
• Use a reusable piping bag, fill it with the cooled pastry cream. Cut the tip and slowly fill the cannoncini with the pastry cream, making sure that it doesn’t overflow. Place the cannoncini on a serving plate and dust with confectioners’ sugar.