Start by cutting a roll of puff pastry into 15 strips, 2cm wide each.
Transfer the strips to a baking sheet lined with parchment paper, bake in a preheated oven at 200°C (392°F) for 10 to 15 minutes. Once they've baked through, set them aside.
Into a saucepan, add 1 egg, the sugar and the vanilla essence, mix well until combined.
Add the cornstarch and the milk, mix again.
Bring to a boil over low heat and stir until consistent.
Turn off the heat and add the butter, stir until melted.
Transfer this cream to a bowl and cover it with plastic wrap or with a plastic bag touching the surface of the cream. Set aside until it reaches room temperature.
In a bowl, place the whipped cream mixture and the icing sugar, beat with a mixer until a whipped cream with stiff peaks is formed. After that, add the cream we've set aside, already at room temperature, into the whipped cream, beat for another 1 minute until combined.
Get a piece of parchment paper and place some of the cream over it, spread well, leaving a 2-finger distance from the edges.
Add 6 puff pastry straws over the cream, add a second layer of cream over them and spread well. Add another 5 puff pastry straws over the cream and cover them with another layer of cream. Finally, add the 4 remaining puff pastry straws and cover them with the rest of the cream. Spread it well to cover all of it.
Wrap the dessert in the parchement paper and let it chill in the fridge for at least 8 hours.
Unmold and garnish with almonds to taste.
Serve.