Heat milk in a saucepan until hot but not boiling. Set aside.
In another pan, whisk egg yolks, sugar, vanilla, and flour until smooth. Gradually whisk in the hot milk.
Place the mixture over medium heat, stirring constantly until thickened. Simmer 2–3 minutes more. Cool with plastic wrap on the surface; chill for 1 hour.
Preheat oven to 400°F (200°C).
Sprinkle sugar on a surface, roll puff pastry to a 9×12″ rectangle, and cut into 12 strips.
Wrap strips around horn molds, seam side down on parchment-lined baking sheets. Brush with egg wash. Bake 15–20 minutes, or until golden. Cool and remove molds.
Pipe chilled custard into cooled horns. Dust with powdered sugar before serving.