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For the Filling:
Combine the milk, cream, and sugar in a saucepan and heat until simmering.
In a separate bowl, whisk the cornflour and vanilla extract until smooth.
Slowly pour the cornflour mixture into the hot milk mixture, whisking constantly, until thickened.
Split the vanilla bean pod and scrape the seeds into the filling, then add the pod.
Continue to cook, stirring frequently, until the filling is very thick, about 5-10 minutes.
Remove the vanilla bean pod and let the filling cool completely.
For the slice:
Preheat the oven to 400°F (200°C).
Roll out the puff pastry sheet and place it in a baking dish.
Brush the pastry with the beaten egg.
Bake for 15-20 minutes, or until golden brown.
Allow the pastry to cool completely.
Spread the cooled vanilla filling over the pastry.
Sprinkle the toasted shaved almonds over the top.
Dust with icing sugar before serving.