Prepare cones, if you did not find baking molds in the store. Form a cone out of baking paper and wrap it in aluminum foil. Simple and cheap.
Wrap a strip of puff pastry around the cone (roll out the puff pastry and cut it into 0.75 in strips) and place it on a baking sheet. Bake at a temperature of 340 °F / 170 °C for about 5 minutes. Even before baking, wash the top with a beaten egg so that they have a beautiful color.
If you didn't buy a caramel condensed milk, cook a classic condensed milk in boiling water for 2 hours. Beat the butter into a foam and add the caramel condensed milk spoon by spoon. Whip into a fluffy cream to fill the cones with it.
Before serving, sprinkle with powdered sugar and serve.