Lay out the pastry on 2 baking trays then perforate with a fork. Bake at 220 degrees C for about 15 minutes or until cooked. Set aside to cool.
Melt milk and butter together in a saucepan then bring to a boil. In a bowl combine icing sugar, cornflour, egg yolks and vanilla then mix well. Whisk slowly into the boiling milk mixture then stir until thick, about 5 minutes. Allow to cool.
Spread the custard between the sheets of cooked pastry then ice with your favourite icing.