Make the Dough: In a large bowl, mix together the flour and salt. Add the cold, cubed butter and cut into the flour until coarse crumbs form. Gradually add ice water until the dough comes together. Form a disc, wrap in plastic wrap, and refrigerate for at least 2 hours, or preferably overnight.

Roll and Fold the Dough: Roll chilled dough into a 12x18 inch rectangle. Fold in thirds like a letter. Wrap and refrigerate for 30 minutes. Repeat this rolling and folding process two more times, with 30 minutes of chilling in between each turn.

Make the Cream Filling: Whisk together milk, sugar, and flour in a saucepan. Cook over medium heat until thickened. Temper egg yolks with hot milk mixture, then add back to the saucepan. Cook until thick and smooth. Remove from heat, stir in vanilla. Pour into a bowl, cover, and refrigerate until cold. Whip cold heavy cream to stiff peaks and fold into the chilled cream filling.

Shape the Lobster Tails: Preheat oven to 375°F (190°C). Roll out dough to 1/8 inch thick and cut into 4-inch squares. Stretch a square into a diamond, place filling in the center, and roll into a cone shape. Pinch seam to seal. Place on a baking sheet lined with parchment paper.

Bake the Pastries: Bake for 20-25 minutes, or until golden brown and puffed up. Let cool on a wire rack.

Make the Glaze and Finish: Whisk together powdered sugar, milk/water, and lemon juice until smooth. Drizzle glaze over cooled pastries. Let glaze set before serving.