Preheat oven to 190 degrees C. Lightly grease a 12-cup muffin tin and line bottom and sides of cups with puff pastry.
In a saucepan, combine milk, cornflour, sugar and vanilla. Cook, stirring constantly, until mixture thickens. Place egg yolks in a medium bowl. Slowly whisk half of the hot milk mixture into the egg yolks. Gradually add egg yolk mixture back to remaining milk mixture, whisking constantly. Cook, stirring constantly, for 5 minutes, or until thickened. Remove vanilla bean.
Fill pastry-lined muffin tin with egg mixture and bake for 20 minutes, or until pastry is golden brown and filling is lightly browned on top.