Preheat the oven to 425°F (220°C).
Roll out the puff pastry sheet on a lightly floured surface. Cut the pastry into circles that are slightly larger than the holes of your muffin tin.
Press each pastry circle into the muffin tin, ensuring that the pastry covers the sides and forms a cup shape. Set aside.
In a medium saucepan, combine the heavy cream, milk, and cinnamon stick. Heat over medium heat until the mixture is warm, but do not let it boil. Remove the cinnamon stick and lemon peel if used.
In a separate bowl, whisk together the sugar and cornstarch.
Gradually add the warm cream mixture to the sugar and cornstarch, whisking continuously to prevent lumps.
Return the mixture to the saucepan and cook over medium heat, whisking constantly, until it thickens and starts to bubble.
Remove from heat and let cool slightly. Whisk in the egg yolks and vanilla extract until fully combined.
Pour the custard filling into the prepared pastry cups, filling each about 3/4 full.
Bake in the preheated oven for 15-20 minutes, or until the custard is set and the tops are lightly browned.
Remove from the oven and let cool in the tin for a few minutes before transferring to a wire rack to cool completely.
Dust with powdered sugar or cinnamon if desired before serving.
Enjoy your meal!