Preheat oven to 200 °C (390 °F). Unroll pastry, fold in half, cut out 6 circles (Ø 7 cm) or squares.
Place on a lined tray, brush with egg–milk mixture, sprinkle almonds, bake 12–15 min until golden. Let cool.
For the cream: Heat milk (reserve 3 tbsp). Mix cornstarch, sugar, egg yolk, reserved milk, then whisk into hot milk. Boil briefly until thick. Stir in vanilla, almonds, butter. Cover and cool.
Fold in whipped cream, chill.
Halve pastries, pipe cream inside, top with lids, dust with powdered sugar.