Heat the oven to 230C/450F/Gas Mark 8.
Roll the pastry out into a thin length of about sixteen inches.
Cut into twelve strips one inch wide.
Wet slightly one edge of each strip, grease the outside of some cream horn moulds, and wrap strips of the pastry around, allowing the wetted edges to overlap.
Brush the pastry with a little beaten egg and bake for 10 minutes, remove from the moulds and allow to cool.
Whip the cream until stiff and then add the sugar, vanilla and cochineal.
Fill each case and serve in a ring. If preferred the cream may be left white and sprinkled with candied fruit.