Making the filling is quick and easy — whisk the instant vanilla pudding mix with the heavy cream and milk until smooth. Cover it and pop it into the fridge to set while you make the pastry shells.
In a saucepan, bring the water and butter to a boil. Add the flour and salt and stir until the mixture becomes a thick dough ball.
Transfer the dough to a mixing bowl and beat in the eggs one at a time. This gives the batter that smooth, glossy finish that expands in the oven.
Drop spoonfuls of the dough onto a baking sheet and bake in a hot oven until puffed up and golden brown. Let them cool completely before you fill them.
Once cool, you can either slice the shells open and spoon in the pudding or use a piping bag to push it inside. Serve right away or add a dusting of powdered sugar.