Christmas-flavoured millefeuille

Method

1. Put the first eight ingredients into a saucepan and bring to scalding point. Take off the heat and remove the star anise, vanilla pod and orange strips. Blitz the remaining ingredients and strain through a sieve into a jug. Preheat your oven to 200˚C/180˚C fan-assisted/gas mark 6.
2. While the milk mixture is heating, whisk the egg yolks and sugar together. Once thick, slowly pour the hot milk mixture over the eggs, mixing all the time to insure the eggs don’t scramble. Once all the mixture has been added, return to a clean pan. Slowly heat the mixture, stirring with a wooden spoon until it coats the back of the spoon and when you run your finger through, it doesn’t run.
3. Squeeze out the excess water from the gelatine leaves and add to the mixture, stirring until dissolved. Leave to cool until starting to set.
4. Meanwhile, roll the puff pastry sheet out to the thickness of a £1 coin. Line a baking tray with parchment paper and lay the pastry on top. Line with more parchment paper and place another baking tray on top. Cook for 15–20 minutes or until golden. Remove from the oven and cut into rectangles about 10cm x 20cm using a serrated-edge knife.
5. Put the filling mixture into a piping bag fitted with a nozzle and pipe dollops of mixture onto one rectangle of pastry. Repeat until you have three layers. Dust with icing sugar.