Preparing the Pastry Horns

1. Preheat your oven to 375°F (190°C) and line a baking sheet with parchment paper.
2. Roll out the puff pastry on a lightly floured surface and cut it into long strips (about 1-inch wide).
3. Wrap each strip around a metal cream horn mold, slightly overlapping the edges.
4. Brush the pastry with an egg wash for a golden finish.
5. Place the molds onto the baking sheet and bake for 15-18 minutes, or until golden brown and crisp.
6. Allow them to cool slightly before gently removing the pastry shells from the molds.

Making the Italian Cream Filling

1. In a saucepan, whisk together the egg yolks and sugar until smooth.
2. Add cornstarch and mix well to avoid lumps.
3. Gradually pour in the warm milk while stirring continuously.
4. Cook over medium heat, stirring constantly, until the mixture thickens.
5. Remove from heat and stir in butter, vanilla extract, and lemon zest (if using).
6. Transfer the pastry cream to a bowl, cover with plastic wrap directly on the surface, and let it cool completely.
7. In a separate bowl, whip the heavy cream until stiff peaks form.
8. Gently fold the whipped cream into the cooled pastry cream to create a light and airy filling.

Assembling the Cannoncini

1. Transfer the cream filling into a piping bag fitted with a round or star tip.
2. Pipe the filling generously into each cooled puff pastry horn.
3. Dust the tops with powdered sugar for a beautiful finish.
4. Serve immediately or store in the refrigerator until ready to enjoy.