Roll the pastry to as thin a sheet as you can make. Cut it to strips 14 by 2inches.
Beat the egg to make egg wash and brush it over the strips.
Use special metal tubes 6inches long, 1inch wide at the thicker end and ¾inch wide at the smaller end. Starting at the thicker end of the tube, wrap each tube with a dough strip, thus forming a loose spiral of dough.
Place the wrapped tubes 2inches apart on a baking sheet. Bake in the preheated oven for 12 to 15 minutes.
Carefully remove metal tubes and let the pastry cool.
Mix heavy cream with vanilla sugar and whip it until stiff. Fill pastry tubes with whipped cream, using a pastry bag.
Dip the ends of the filled pastry tubes into almonds. Because of the whipped cream, quite a lot of almonds will stick.