Lightly grease 12 cream horn moulds and a baking tray. Preheat the oven to 240 °C / 475 °F / Gas 9.

Roll out the pastry to 3 mm (1/8 inch) thick, cut into strips 2.5 cm (1 inch) long. Brush lightly with beaten egg white. Wind the pastry around the moulds, starting at the point and overlapping each round. Trim the tops, brush again with the egg white and set on the baking tray.

Cook for 7-8 minutes until crisp and golden brown. Remove the horns from the tin and place on a wire cooling rack. Whip the cream with the sugar and vanilla essence. When the horns are cold, place 1/2 teaspoon of jam at the bottom of each one and fill with the whipped cream