Rhubarb and Custard Millefeuilles

First make the custard. Whisk the egg yolks with the caster sugar for 2–3 minutes, or until light and thick, then whisk in the cornflour. Pour the milk into a saucepan, split the vanilla pod lengthways, scrape out the seeds and add to the milk, along with the pod. Bring the milk to the boil and turn off the heat. Pour the milk in a slow stream on to the egg mixture, whisking vigorously all the time. 

Return the mixture to a clean saucepan and whisk continuously over a medium heat. Make sure you scrape the sides and the bottom, otherwise it will burn. The cream will start to thicken. Once it releases a bubble or two, take it off the heat. Pour the custard into a wide bowl to cool to room temperature. When it has cooled, spoon into a large piping bag with a 1cm nozzle and place in a jug so it stays upright. Put into the fridge to chill for 1–2 hours. 

Preheat the oven to 180°C (fan). Line a baking tray with baking paper (or use the paper rolled around the puff pastry). 

Cut the puff pastry into 12 rectangles measuring 4cm x 10cm and place on the baking tray. Brush lightly with the beaten egg and sprinkle with the caster sugar. Cover the glazed rectangles with baking paper, then place another baking tray on top; this will stop the pastry rising. Bake for 30 minutes.

Meanwhile, toss the rhubarb in the caster sugar and place in a small baking dish or roasting tray in the oven on a shelf under the pastry for 20 minutes. The rhubarb should be tender but not mushy. 

To assemble, pipe 2 blobs of custard on to an individual serving plate. Stick a pastry rectangle on top, then place 3– 4 rhubarb pieces on the pastry. Gently place another pastry rectangle over the rhubarb. Pipe 2 lines of custard on the second rectangle and top with a third rectangle. Repeat to make 4 millefeuilles. Dust with icing sugar and serve immediately.