Thaw the pastry. Take the folded puff pastry sheets out of the packaging and leave them on the counter covered with a damp paper towel for ~ 1-2 hours.

Or make your own: You can also make your own puff pastry dough by making 1/2 a Puff Pastry Recipe (click the link).

Prep the oven and pan. Preheat oven to 400°F. Line one 18 x 12 baking sheet with parchment paper. Stack a second baking sheet underneath and line only the top one. The doubled pan keeps the bottoms from scorching. Set aside.

Cut the dough into strips.

Use a pizza cutter to cut the pastry sheets into 16 equal strips (8 strips from each sheet ).

Wrap the molds. Wind each strip around the cream horn mold, starting from the tip and moving up, stretching the dough & overlapping a little bit with each round. Place the mold end of the dough strip side down.

Make the egg wash.

Whisk 2 egg yolks and 3 Tbsp water together.

Brush, then sugar.

Brush each cream horn with a light, even layer of the eggwash, on the top and sides only. Leave the underside bare, and keep the wash and the sugar off the metal mold itself - sugar on the mold sets hard as it cools and fuses the horn to it. Tap on a paper towel to remove any extra.

Press the sanding sugar onto the washed top and sides, then transfer to the parchment and set each horn down on its bare, unsugared side. Sugar on the underside burns against the pan, and loose sugar scattered on the sheet burns too.

Bake until golden. Bake about 18 minutes, rotating the baking sheet halfway through baking or until evenly golden in color. If they start to burn before being baked through tent with foil.

Slide the molds out warm.

Remove from the oven and allow to cool enough to be able to remove the molds while the cream horns are still warm. Using an oven mitt or paper towels can help you handle the hot molds.

Cream the cheese and sugar. While the cream horns bake, with a mixer fitted with the whip attachment, cream 6 oz of cream cheese & 1/3 cup of sugar until smooth and creamy (no lumps), 3-4 minutes.

Add the vanilla and cream. Add 1 tbsp vanilla extract & 1 cup heavy cream. Continue whipping (increasing the speed as the cream thickens) until increased in volume and thick, about 4 minutes.

Fold in the Cool Whip. Add 4 oz of Cool Whip and fold it in carefully with a spoon or spatula.

Fill the piping bag. Do this as soon as the filling is mixed - it does not sit. Fit a pastry bag with a star tip. Fill the pastry bag with the filling and twist the end closed.

Pipe and finish. Fill each cream horn from the wide end, stopping when the cream just crowns the opening.

Refrigerate until ready to serve. Best eaten after about 8 hours in the fridge at which point the puff pastry is less brittle, while the sugar crust is still crispy.

Freeze for up to a month tightly wrapped in an air tight container.

To thaw: leave in the fridge or the counter until no longer frozen.