Lightly grease a 12 hole muffin tin and pre-heat oven to 220°C/Fan 200°C /Gas 6
Put egg, yolks, sugar & cornflour in a pan and mix well together then gradually add the milk until mixture is well mixed and smooth. Add some grated nutmeg, a squeeze of lemon juice, and the cinnamon stick.
Place pan on medium heat and stir constantly until mixture thickens and comes to the boil. Remove pan from heat and stir in vanilla extract.
Put custard in a glass/ceramic bowl to cool and cover with cling film to prevent skin forming. Leave the cinnamon stick in until cool.
Cust pastry sheet into two pieces, dust one piece generously with icing sugar, and place the second piece on top. Roll the pastry tightly, from the short side, into a log and cut the log into 12 even sized rounds.
On a lightly floured board, roll each round into a disc (approx. 10cm) and press the pastry discs into the muffin tin.
Spoon in the cooled custard and bake for 25mins until golden on top. Leave to cool in the tin for 5mins then move to a cooling rack to finish cooling although they can be eaten warm.