Preheat the oven to 400°F (200°C).
Sprinkle some sugar on the counter and on top of the puff pastry and roll it out to a rectangle about 9 by 12 inches.
Cut into 12 stripes (about 1 inch thick). Easy way to do it: cut the pastry in three parts, and then each part into four strips.
Roll each strip onto a horn mold (conical in shape). The pastry has to overlap (about half of the length).
Place on a baking sheet lined with parchment paper with seem (end of the strip) side down.
Beat one egg with one tablespoon of water. Brush lightly each pastry cone with the egg wash.
Make sure you keep the egg wash away from the mold. It will make it harder to remove the pastry horn from the mold once baked.
Bake at 400°F (200 °C) for about 15-20 minutes until golden on top.

Let them cool down for a couple of minutes and gently remove from the mold. If the pastry sticks to the mold, you can press in the mold a little (to make the circumference smaller) and very gently turn it inside the pastry until it comes off.
Before serving, fill with the cream using a piping bag. Sprinkle with powdered sugar if you like, and enjoy!