01 -
Preheat the oven to 400°F (200°C). Line two baking sheets with parchment paper and grease cream horn molds very well with baking spray or softened butter.
02 -
Working with one cold puff pastry sheet at a time, roll it lightly to smooth the folds. Cut into long 3/4-inch strips with a sharp knife or pizza cutter.
03 -
Starting near the pointed end, wrap each strip around a mold with a slight overlap. Place seam-side down on the baking sheet. Beat the egg with water and brush lightly over the pastry.
04 -
Bake for 14-17 minutes, rotating the pans once, until the pastry is puffed and deep golden. Cool on the molds for 5 minutes, then twist gently to remove. Cool completely on a rack.
05 -
Beat the cream cheese, powdered sugar, and vanilla until smooth. Add the cold heavy cream and whip until thick, fluffy, and pipeable.
06 -
Transfer half the filling to another bowl. Fold the cocoa powder into one half until evenly chocolate-colored, leaving the other half vanilla.
07 -
Spoon each filling into piping bags. Pipe into the cooled pastry shells from the wide end until full. Dust with powdered sugar just before serving.