On a flat surface, unfold one puff pastry sheet. Using a pizza cutter, create 16 strips by cutting once across the dough and then six cuts up the length.
Separate one of the dough strips. Using a rolling pin, roll the dough lengthwise so that it doubles in length (don't worry about width). If the rolling pin keeps sticking to the dough, sprinkle a small pinch of flour on the dough.
Starting at the bottom, begin wrapping one end of the dough around a cream horn mold. After wrapping the dough around once, pinch the seam to secure it, then finish wrapping down the length of the mold. When at the end of the dough, lightly press along all the wrapped edges so that they're sealed.
Repeat the last two steps until all cream horn molds are wrapped.
Place the wrapped puff pastry dough on a parchment lined baking sheet. If possible, place the molds so that the top end seam of the dough is on the bottom.
Bake puff pastries in the oven for 10-12 minutes or until golden brown. Bake in batches of 16 or less at a time.
Remove baked pastries from oven. Allow to cool for 5 minutes on the baking sheet, then remove molds and transfer pastries to a wire rack to cool completely.
When ready to serve, using a stand mixer (or hand mixer + large bowl), add cream cheese, pumpkin puree, brown sugar, pumpkin pie spice, and vanilla extract and beat on high until there are no clumps of cream cheese, about 1-2 minutes. Add cool whip and beat on medium for another 2-3 minutes until smooth.
Pour pumpkin filling into a Ziploc bag and cut a small hold in a corner. Use the bag to pipe pumpkin filling into the "mouth" of the baked puff pastry.
Dust tops of cream horns with powdered sugar. Serve immediately or store in the refrigerator or freezer until ready to eat.
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