Preheat your oven to 400°F (200°C) and grease a muffin tin.
Roll out the puff pastry and cut it into 12 equal squares. Line each muffin cup with a pastry square, pressing the dough up the sides.
In a saucepan, heat the milk until it's warm but not boiling.
In a separate bowl, whisk together the sugar, flour, egg yolks, and vanilla extract until smooth.
Slowly pour the warm milk into the egg mixture, whisking constantly.
Return the mixture to the saucepan and cook over medium heat, stirring constantly until it thickens into a custard-like consistency.
Remove from heat and let the custard cool slightly.
Pour the custard into the pastry-lined muffin cups, filling them almost to the top.
Bake the Pastéis de Nata in the preheated oven for about 15-20 minutes or until the pastry is golden and the custard is set.
Remove from the oven and let them cool slightly before removing from the muffin tin.
Sprinkle with ground cinnamon and powdered sugar before serving.
Enjoy!
