Preheat the oven to 425 degrees F. Line a sheet tray with a silicone mat.
Lay one sheet of puff pastry flat on a cutting board with the long edge facing you. Cut the pastry sheet in half crosswise, then cut each piece diagonally from the top left corner to the bottom right corner. Rotate the triangles with the center points facing away from you. Whisk the egg yolks and milk together in a bowl. Brush the sheets with the egg mixture and sprinkle with sugar. Lay a candy bar at an end closest to you and roll the puff pastry up toward the tip. Repeat with the remaining three triangles and the second sheet of puff pastry. Set on the lined sheet tray.
Brush the top of each pastry with the egg wash. Bake until the tops are golden brown and puffed, about 15 minutes.
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