For the creme anglaise: Bring the milk, cream, vanilla and salt to a simmer in a medium saucepan over medium heat. Whisk the egg yolks and granulated sugar in a medium heatproof bowl until well combined.
When the milk mixture comes to a simmer, pour about a quarter of it into the yolk mixture while whisking constantly to combine. Place the saucepan with the remaining milk mixture over low heat. While whisking constantly, add the yolk mixture to the saucepan. (Reserve the bowl.) Whisk until the mixture begins to thicken, 1 to 2 minutes.
Switch to a silicone spatula and continue to cook over medium-low heat, stirring constantly, until the mixture is thick enough to heavily coat the spatula, 3 to 5 minutes. Strain the creme anglaise through a fine-mesh sieve into the reserved bowl, press a sheet of plastic wrap directly against the surface and let cool.
For the dunkers: Line 2 baking sheets with parchment.
On a lightly floured work surface, roll out each sheet of puff pastry to flatten slightly. Cut the dough into 1-by-4-inch strips. Transfer to the prepared baking sheets.
Whisk the egg with the cream in a small bowl until well combined. Brush all over the pastry strips, then sprinkle generously with coarse sugar, sanding sugar or sprinkles, almost covering the entire surface.
Bake until golden brown and very crisp, 12 to 15 minutes. Let cool at least 10 minutes.
While the dunkers bake and cool, make the chocolate sauce: Bring the cream to a simmer in a small saucepan over medium heat.
Place the chocolate and butter in a medium heatproof bowl. Add the cream and let sit undisturbed to melt the chocolate and butter, 10 to 15 seconds. Gently stir to combine--the chocolate sauce should be glossy and smooth.
Serve the dunkers with the cooled creme anglaise and warm chocolate sauce.