Preheat oven to 375 degrees F (190 degrees C.) Lightly grease 12 muffin cups and line bottom and sides with puff pastry.
In a saucepan, combine milk, cornstarch, sugar and vanilla. Cook, stirring constantly, until mixture thickens.
Place egg yolks in a medium bowl. Slowly whisk 1/2 cup of hot milk mixture into 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 cups with mixture and bake in preheated oven for 20 minutes, or until crust is golden brown and filling is lightly browned on top
