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First, make the pastry cream:
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In a small saucepan, heat the milk over medium heat until bubbles form on the edges.
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While the milk is heating, in a small bowl, whisk together the sugar, flour, and salt. Set aside.
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In a medium-sized bowl, whisk the egg yolks.
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Slowly add the dry mixture into the egg yolks, whisking until a thick paste forms.
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Once the milk has heated, slowly whisk the milk into the egg paste.
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Then pour the mixture back into the saucepan, and cook over low-medium heat, whisking constantly until it thickens. This should take about 1 minute.
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Once thick, remove from the heat and stir in the vanilla extract. Cover the surface of the cream with plastic wrap, and refrigerate until cold.
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Once the pastry cream is cold, make the pain au chocolat:
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Preheat the oven to 350 F, and line a baking sheet with parchment paper.
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Use a knife to cut the thawed puff pastry into three even-sized rectangles. Transfer the rectangles onto the prepared baking sheet.
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Spread 1/3 of the pastry cream onto the bottom half of each rectangle.
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Sprinkle 1/3 of the chopped chocolate and 1/3 cup of the coconut on top of the pastry cream on each rectangle.
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Fold the top half of each pastry rectangle over the bottom half and press down lightly.
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Bake at 350 F for 30-35 minutes, until the puff pastry is fluffy and golden brown.
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Remove from oven, let the pastries cool slightly and enjoy!
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Pastry cream recipe adapted from Flour Bakery Cookbook.