A popular sight on dim sum carts the world over, danta tarts were invented in Macau, but they most likely became wildly popular through out China when the American fast-food chicken chain KFC added them to its Chinese menus.
Heat oven to 350 degrees F. Lightly beat the egg and egg yolks together in a large bowl and set aside.
Whisk together the egg yolk mixture, milk, cream, sugar, salt and vanilla in a saucepan until well mixed and yellow. Bring to gentle simmer over medium-low heat and cook the custard, stirring constantly for 6 to 8 minutes, until the custard thickens (but is not lumpy).
Transfer the custard to a bowl and cover with a piece of plastic wrap, touching the plastic wrap to the custard’s surface to prevent a skin from forming.
Place a sheet of the cold puff pastry dough on a clean work surface and cut the dough in half crosswise. Place one piece on top of the other. Starting from a short side, tightly roll up the dough to form a cylinder.
Use your hands to roll the dough back and forth a few times so that the dough sheets seal together, and then flatten the ends with your hands. Chill in the freezer for 10 minutes to firm up the dough and make it easier to work with.
Use a sharp knife to cut the cylinder into 12 equal sections. Place the dough sections flat side down on a work surface and use a rolling pin to roll them into 4-inch disks. Place a disk in the well of a standard-size muffin pan and use your index finger to press the dough directly against the bottom.
Taking care not to trap any air bubbles, use your fingers to press the dough from the bottom up the sides until the dough reaches the top edge of the muffin well. Repeat with the remaining dough. If the dough becomes too elastic and difficult, place it in the freezer for 5 minutes to firm up.
Fill each dough cup half full of custard. Bake the tarts for 20 to 25 minutes, until their centers are firm and the crusts are golden brown. With the muffins still in the pan, place under the broiler and broil them for three minutes, or until little burnt spots appear on their tops. Keep an eye on them so they don’t burn too much. Serve the tarts at room temperature.