Roll pastly ½ in. thick and cut into fingers 4 in. by 1 in. Bake in a fairly hot oven (425° F., Gas 7) until pastry is well risen. Allow to cool. Blend the cornflour with the milk, beat in the egg yolks and sugar, and cook over a gentle heat until thick. Beat in the vanilla. Allow to cool. Slit carefully through the centre of the pastry fingers, spread the custard over one half and sandwich the halves together again. Spread tops thinly with glacé icing.