First, we're going to make a simple sugar syrup. In a saucepan, mix together the sugar and water. Place it over medium heat and stir until the sugar dissolves. Once it's dissolved, stop stirring and let it come to a boil. Let it boil for about 5 minutes, or until it thickens slightly and looks syrupy. Take it off the heat and set aside to cool a bit.

In a separate bowl, whisk together the flour and about 1/2 cup of the milk until it’s smooth and there are no lumps. This is important to make sure your custard is silky.

In another saucepan, pour in the remaining 1 1/2 cups of milk, the cinnamon stick, and the lemon peel. Heat it over medium heat until it just starts to simmer – you’ll see tiny bubbles forming around the edges. Take it off the heat and let it sit for about 5 minutes to let the milk get flavored by the cinnamon and lemon. After 5 minutes, remove the cinnamon stick and lemon peel.

Pour the hot infused milk slowly into the flour mixture, whisking constantly to make sure it stays smooth. Once it’s all mixed, pour this mixture back into the saucepan.

Place the saucepan over medium-low heat and cook, stirring constantly, until the mixture thickens to a pudding-like consistency. This will take about 5-7 minutes. Keep stirring so it doesn’t stick to the bottom of the pan.

In a separate bowl, lightly whisk the egg yolks. Tempering means slowly raising the temperature of the yolks so they don’t scramble when you add hot liquid. Take a spoonful of the hot custard mixture and slowly drizzle it into the egg yolks while whisking constantly. Do this a few more times, spoonful by spoonful, until the egg yolks are warmed up.

Now, pour the warmed egg yolk mixture into the saucepan with the rest of the custard base. Stir everything together and cook over low heat for another 2-3 minutes, stirring constantly, until the custard is smooth and slightly thicker. It should be thick enough to coat the back of a spoon. Take the saucepan off the heat and stir in the cooled sugar syrup. Mix well to combine everything.

Preheat your oven to 450°F (232°C). Lightly flour your work surface. Unroll the puff pastry. If it's a square, fold it in half. If it's a long rectangle, roll it up tightly from the long side, like a jelly roll. Cut the roll into 12 equal pieces (about 1-inch thick).

Place each pastry piece cut-side up in a muffin tin. Use your thumbs to press the pastry out from the center and up the sides of each muffin cup to form a thin shell. You want to make sure the pastry covers the bottom and sides evenly. Don’t worry if they look a little rough – they’ll bake up beautifully.

Pour the custard mixture evenly into each pastry shell, filling them almost to the top.

Bake in the preheated oven for 20-25 minutes, or until the pastries are golden brown and the custard is nicely caramelized on top with some dark spots. Keep an eye on them as ovens can vary. You want that signature dark, slightly burnt top – that’s where a lot of the flavor comes from!

Once baked, carefully remove the muffin tin from the oven and let the Classic Pasteis de Nata cool in the tin for a few minutes before transferring them to a wire rack to cool slightly more. They are best served warm.