• Open a puff pastry sheet (sold frozen, so it's a good idea to take them out of the freezer at least 45 minutes prior to use.

   
  
• With a round knife, cut long strips measuring 1 inch wide and 12 inch long.
  
• Wrap the pastry dough strips on the cannoncini/cannoli shaper, starting from the top towards the bottom.
  
• Press the dough on both sides so that it stays inplace.
  
• With the help of a brush, cover the pastry dough with some egg.

   
  
• Sprinkle some granulated sugar on top of the cannoncino.

   
  
• Spray some oil on a cooling rack placed in a pan and spread out all the cannoncini on it.

  Bake them for about 20 minutes in a 365* F preheated oven.
  
• When the cannoncini are done baking, let them cool completely.

   
  
• Remove the shaper from the cannoncino.

   
  

Prepare the pastry cream

• Put the milk in a pot and add the vanilla bean or vanilla extract.
  
• Put a lemon peel in the milk. While mixing it with a spoon, heat the milk until it boils.

   
  
• In an other pot, put the yolks, sugar and corn starch.
  
• Mix it until it becomes smooth.

   
  
• When the milk is boiling, you can transfer it in the yolks in 3 different times using a stariner.
  
• Keep mixing the cream until it thickens.

   
  
• Cover the cream in plastic wrap and let it cool in the fridge until it becomes cold. 
  
• When the cream is cooled, transfer it to a pastry bag and fill the cannoncini with the cream.
  
• Using a strainer, sprinkle some powdered sugar on top of the cannoncino.