Take the puff pastry out of the fridge about 10 minutes before use so that it does not break when unrolling.
Grease a muffin tin.
Unroll the puff pastry and sprinkle evenly with cinnamon, then roll up from the short side.
Cut the roll into 12 equal pieces.
Place each piece of dough on the cut surface and gently flatten it with your hand until it is slightly larger than the bottom of a muffin tin.
Place the pieces of dough in the deepening and press the edges up a little if necessary. The dough should reach up to approx. 1 cm below the upper edge of the deepening. Don't enclose air bubbles.
Mix flour and 4 tablespoons milk until smooth. Stir in the egg yolks.
Put the remaining milk and cream in a saucepan. Stir in the egg yolk mixture, sugar, vanilla sugar and a pinch of salt.
Heat the mixture, stirring, until steaming, but not boiling. Keep stirring at this temperature until the mixture thickens.
Preheat the oven to 230° top/bottom heat.
Fill each puff pastry mold with approx. 1 - 2 tablespoon of vanilla cream.
Bake the pastéis de nata in the oven (middle) for 13-15 minutes until the cream gets a few dark spots.
Take the tin out of the oven and let them cool down a bit.
Important note: The filling rises during baking, but sinks again later.