Preheat oven to 375°F (190°C). Lightly grease 12 muffin cups and line bottom and sides with puff pastry.
In a saucepan, combine milk, cornstarch, sugar and vanilla. Cook, stirring constantly, until mixture thickens. Place egg yolks in a medium bowl. Slowly whisk ½ cup of hot milk mixture into egg yolks. Gradually add egg yolk mixture back to remaining milk mixture, whisking constantly. Cook, stirring constantly, for 5 mins, or until thickened. Remove vanilla bean.
Fill pastry-lined muffin cups with mixture and bake in preheated oven for 20 mins, or until crust is golden brown and filling is lightly browned on top.
Recipe by at http://www.lusitanousa.org/heritage-and-culture/macanese-cuisine/pasteis-de-nata/