Preheat oven to 200°C (400°F).

Heat the milk in a saucepan.

In a bowl, mix a little milk with the egg yolks, sugar, cornstarch, and salt.

Slowly pour the hot milk into the egg mixture, stirring well.

Pour the mixture back into the saucepan and let it thicken over medium heat, stirring constantly.

Add the vanilla extract. Remove the saucepan from the heat and let it cool.

Unroll the puff pastry and spread the cream evenly. Then cover with another puff pastry sheet.

Cut the filled puff pastry into strips. Then twist them.

Place the twists on a baking tray lined with parchment paper.

Brush the twists with the egg yolk and generously sprinkle with sliced almonds.

Bake for about 20 minutes until golden.

Remove from the oven and let them cool completely.

Sprinkle with powdered sugar.