Preheat the oven to at least 250°C (480°F).
Make the custard filling: In a saucepan, combine the milk, vanilla bean or extract, and sugar. Heat until the sugar has dissolved, stirring occasionally.
In a separate bowl, whisk the egg yolks and cornstarch together until smooth.
Slowly pour the hot milk mixture into the egg yolk mixture, whisking constantly.
Return the mixture to the saucepan and cook over medium heat, stirring constantly, until the custard thickens, about 5-7 minutes.
Remove the vanilla bean if using and let the custard cool slightly.
Roll out the puff pastry and cut into rounds to fit into a muffin tin.
Spoon the custard into the puff pastry cups, filling them almost to the top.
Bake for 15-20 minutes, or until the pastry is golden brown and the custard is set.
Remove from the oven and let cool slightly. Dust with powdered sugar and cinnamon before serving.
