Take your puff pastry out of the fridge about 20 minutes before you start so it’s easier to work with. Lightly flour your countertop. Unroll the puff pastry and gently roll it out a little bit thinner, into a rectangle about 12x16 inches. Now, roll it up tightly like a jelly roll, starting from the long side. Once rolled up, cut the log into 12 equal pieces, about 1-inch thick each.
Grab a standard 12-cup muffin tin. You don’t need to grease it, but if you’re worried about sticking, you can lightly grease it with butter or cooking spray.
Take one piece of pastry dough and place it cut-side up in one of the muffin cups. Using your thumbs, start pressing the dough from the center outwards and upwards, to fill the muffin cup and create a thin pastry shell. You want the pastry to go all the way up the sides of the muffin cup. Repeat this with all 12 pieces of dough.
In a medium saucepan, whisk together the milk, heavy cream, sugar, cocoa powder, flour, and salt. Make sure there are no lumps of flour or cocoa. Place the saucepan over medium heat and cook, stirring constantly, until the mixture thickens and just starts to simmer. This should take about 5-7 minutes.
In a separate bowl, whisk the egg yolks lightly. Slowly pour about 1/2 cup of the hot milk mixture into the egg yolks, whisking constantly to warm them up without cooking them.
Pour the warmed egg yolk mixture back into the saucepan with the rest of the milk mixture. Return the saucepan to low heat and cook, stirring constantly, for another 1-2 minutes, until the custard thickens slightly more. Don’t let it boil! Remove from heat and stir in the vanilla extract.
Preheat your oven to 425°F (220°C). Carefully pour the hot chocolate custard into each pastry shell, filling them almost to the top.
Bake in the preheated oven for 20-25 minutes, or until the pastry is golden brown and the custard is set and slightly caramelized on top with some dark spots.
Let the Chocolate Pasteis de Nata cool in the muffin tin for about 5-10 minutes before carefully removing them. They are best enjoyed warm or at room temperature.