Preheat oven to 400 degrees F. Line a shallow baking sheet with parchment paper.Roll out one sheet of puff pastry on a lightly floured surface and flatten out any creases.

Cut the sheet in half vertically, then cut each half into six long, thin strips of pastry.

Working with one strip of pastry at a time, wrap the pastry around a cream horn mold.

Begin at the pointed end of the cone, pinching the pastry together at the base. Overlap the pastry slightly as you wind it up. Place the cone seam-side down on the prepared baking sheet. Repeat with remaining pastry.

Bake for 15 minutes, or until horns are golden brown. Remove horns from the baking sheet and slide out the molds. Allow horns to cool completely before filling.

Filling:

In a large bowl, beat heavy cream to soft peaks. Beat in vanilla extract and powdered sugar. Transfer mixture to a piping bag and pipe into each cooled horn. Place crunched up Oreo cookies on top if desired. Best if serve immediately.