For the cream:

1. In a heatproof mixing bowl, dissolve the cornstarch and powdered milk with a little of the whole milk.
2. Pour the remaining milk into a small saucepan over low heat with the butter, vanilla, and salt. Stir frequently.
3. In another saucepan over low heat, place the sugar, water, lemon peel, and cinnamon stick, and heat to 234°F (112°C).
4. When the butter has melted and the milk is simmering gently, gradually pour the liquid over the cornstarch-milk powder mixture, stirring constantly.
5. Whisk the egg yolks and whites into the cornstarch-milk mixture.
6. Remove the lemon peel and cinnamon stick from the syrup and pour it gradually over the other mixture.
7. Set the heatproof mixing bowl over a hot water bath and cook, stirring frequently, until the mixture thickens, about 10 minutes. Pour it into a deep but narrow dish (so that as little as possible will evaporate) and allow to cool to room temperature. Chill for 1 hour.

For the puff pastry:

1. Combine the flour and water and knead for about 10 minutes. Cover with plastic wrap and chill for 1 hour.
2. On a lightly floured surface, roll the dough out into a rectangle twice as long as it is wide. The margarine or butter should be malleable enough to shape easily. Spread it over the center of the dough, shaping it into a square with sides the same as the width of the dough. Fold the dough on the left and on the right to meet in the center.
3. Roll out to a rectangle three times as long as the width. Fold the top third downward and fold the lower third over the other 2 layers. Rotate the dough 90° (keep the fold on the left each time you rotate). This stage is called a “simple turn.”
4. Make another simple turn and once again roll the dough into a rectangle.
5. With the long side facing you, dip a pastry brush in water and lightly brush the entire surface of the dough. Roll it up to make a long log shape. Using your fingers, spread margarine over the entire surface of the log to prevent it from drying out. Cover in plastic wrap and chill until 1 hour before you assemble the pastéis.
6. Preheat the oven to 465°F (240°C), or as hot as possible. Grease the pastéis molds.
7. Gently stretch the log of dough until the diameter is 1 ¼ inches (3 cm) from one end to another.
8. Cut it into 1-inch (2.5-cm) slices and place them in the prepared molds. Place a piece of dough at the base of each mold and spread it out, using your thumbs as you turn, until it reaches the top.
9. Pour the cream into the molds, stopping about ¹?¹º inch (3 mm) short of the top. Place the molds on a baking sheet.
10. Bake for 15 to 20 minutes, until the surface is caramelized in parts and the cream has risen well.
11. Remove the sheet from the oven and let cool on a rack for 10 minutes, then carefully turn the paste is out of the molds using a knife. Allow to cool for 30 minutes before serving.