Thaw the puff pastry. Then roll it out into two equal-sized sheets, about ⅛ inch thick.
Preheat the oven to 350°F (conventional).
Whisk the cornstarch with a few tablespoons of milk until smooth. In a separate bowl, mix the sugar, remaining milk, and vanilla extract together.
Bring the mixture to a boil. Once boiling, reduce the heat and stir in the cornstarch mixture. Let the custard thicken for about 10 minutes, stirring constantly. Afterwards, let it cool.
Beat the butter with the egg yolk until light and fluffy. Gradually incorporate it into the custard.
Spread the custard mixture onto one sheet of puff pastry. Place the other sheet on top.
Bake the cake for 25-30 minutes, until golden brown.
Let the cake cool completely and then dust with powdered sugar.
