Remove puff pastry sheets from the freezer and allow to thaw for at least 15 minutes before working with them.

Preheat the oven to 400°F. Line two baking sheets with parchment paper and set aside. Spray 18 cream horn molds lightly with non-stick cooking spray.

Unfold one sheet of puff pastry at a time. Cut into 9 equal strips.

Use a pastry brush to brush a light coating of water down one side of a puff pastry strip. Place the cream horn mold at the end of the strip. Wrap the pastry strip around the mold, overlapping the pastry by about ¼”. Pinch the tip of the mold to form the cone.

Prepare the egg wash by whisking together the egg and 1 tablespoon of water.

Place the cream horns on the prepared baking sheet, leaving room between each mold. Brush with the egg wash.

Bake for 15 minutes, turning the pan halfway through cooking, until the puff pastry is golden brown.

Allow to cool slightly and then use a clean kitchen towel to gently twist the mold out from the pastry and set them on a cooling rack to cool completely.

Prepare the filling by whipping the heavy cream until soft peaks form. Add the powdered sugar and continue whipping until stiff peaks form. Transfer whipped cream to a piping bag and pipe cream into the cooled cream horns.

Dust with powdered sugar and serve.