Nonstick cooking spray, for spraying the cones
1 sheet frozen puff pastry, thawed
1 large egg, lightly beaten
1 cup heavy cream
1/4 cup confectioners' sugar
1 1/4 cups confectioners' sugar, plus more for dusting
4 tablespoons (1/2 stick) unsalted butter, melted
3 tablespoons milk
Pinch fine salt
16 candy eyes
For the horns: Preheat the oven to 400 degrees F. Line a baking sheet with parchment.
Spray 8 metal cream horn cones or sugar cones wrapped in foil with nonstick cooking spray. Cut the puff pastry into 8 even strips. Starting at the point of each cone, wind a pastry strip around the cone, overlapping the layers slightly to cover the cone with a spiral of pastry. Lightly brush the pastry with the egg wash and place the cones seam-side down on the prepared baking sheet. Bake until golden brown, about 20 minutes. Cool the pastry on the cones, then remove.
For the filling: Whip the cream and confectioners' sugar with an electric mixer in a medium bowl until stiff peaks form. Transfer to a pastry bag and refrigerate until ready to use.
For the icing: Combine the confectioners' sugar, butter, milk and salt in a small bowl and whisk until smooth. Transfer to a second pastry bag.
To assemble: Pipe the whipped cream into each horn to fill. Dust with confectioners' sugar to coat. Dab some icing on the back of each eye and affix 2 eyes to each horn. Pipe the icing back and forth over each horn to resemble a mummy.
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