Thaw the Puff Pastry - Remove the puff pastry from the freezer and let it thaw in the refrigerator for at least 2 hours or overnight. Once thawed, remove the pastry from the fridge and let it rest at room temperature for 15-20 minutes before using.

Preheat the Oven - Preheat the oven to 475°F (245°C).

Make the Custard Filling - In a small saucepan, combine the whole milk, heavy cream, sugar, flour, cinnamon, and salt. Place the saucepan over medium heat and whisk the ingredients until the mixture comes to a simmer. Remove from the heat. In a mixing bowl, whisk the egg yolks and vanilla extract together until well combined. Slowly pour the hot milk mixture into the egg mixture while whisking constantly. Whisk until fully combined. Strain the mixture through a fine-mesh sieve to remove any lumps or air bubbles. - Be sure to whisk the egg and milk mixture constantly while adding the hot milk. If you don't whisk continuously, the heat from the milk may cook the egg yolks and scramble them, resulting in a lumpy and unpleasant custard. It's also important to strain the mixture through a fine-mesh sieve to ensure that the custard is perfectly smooth and creamy.

Roll out the Puff Pastry - On a lightly floured surface, roll out the puff pastry to a large rectangle about 1/8 inch thick. Using a sharp knife or pizza cutter, cut the pastry into 12 squares. Gently press each square into the cups of a muffin tin, making sure the pastry comes up all the way to the top. - When you're cutting the pastry into squares, be sure to use a ruler or straight edge to keep your cuts straight and even. To prevent the pastry from sticking to the muffin tin, you can lightly grease the cups with butter or cooking spray.

Fill the Pastry Shells - Pour the custard evenly into each pastry shell, filling each about 3/4 of the way full. - To prevent spills and mess, you can pour the custard mixture into a large measuring cup with a spout, and then pour it into each pastry shell, using the spout to control the flow of the custard.

Bake the Pastéis de Nata - Bake the pastries in the preheated oven for 10-12 minutes until they start to brown on the edges and the custard is set on top. Remove from the oven and let them cool for a few minutes in the muffin tin before removing them. - Keep a close eye on the pastries while they're baking, as they can easily burn due to their high sugar content. You'll know the pastries are done when the edges turn a golden brown color and the custard is set on top. If you're not sure, you can insert a toothpick into the center of one of the pastries. If it comes out clean, the pastries are done!

Serve and Enjoy! - Dust the pastries generously with confectioner's sugar and serve them warm or at room temperature. These pastéis de nata are best enjoyed within a few hours of baking, but they can be stored in an airtight container at room temperature for up to 3 days. - For an extra touch of sweetness, you can also serve the pastries with a dollop of whipped cream or a sprinkle of cinnamon on top. Store the pastries in an airtight container to keep them fresh, but avoid storing them in the fridge as this can make the pastry soggy.