Start by mixing flour, salt, sugar, and cinnamon in a large bowl.
Grate your cold butter into your flour mixture and gently coat the butter pieces in flour.
Start to bring the dough together with a fork. Then, add your cold water and bring together just until combined but still shaggy.
Bring your dough together into a thick square and wrap in plastic wrap. Transfer to the fridge to chill for 2-3 hours.
Once your dough has chilled, remove from fridge and let warm for 5-10 minutes. On a lightly floured surface, roll into a large rectangle, about 16" x 24".
With your long side facing you, fold your dough into thirds like a letter and press into a brick. Turn the dough 90 degrees and roll back into a large rectangle, folding again and repeating this process 4 times total.
On the last turn, roll your dough back out into a large rectangle and roll with the short side facing you into a tight log. Wrap in plastic wrap and place in fridge to chill until ready to bake.
To make custard, boil water, sugar, salt, cinnamon, and vanilla over high heat until bubbling. Remove from heat and add your milk and flour. Then, add your 3 egg yolks one at a time, whisking vigorously to avoid scrambling.
Strain custard into a large cup and cover with plastic wrap. Transfer to fridge to chill for at least 1 hour, or until cold.
When ready to bake, preheat oven to 500°F. In the meantime, remove your puff pastry log from the fridge and let warm for 5 minutes. Cut in half.
Roll one half on a lightly-floured surface until long, about 16". Cut the dough into 12 even discs and place each in a pastel mold, or a small muffin tin.
Press each dough disk into the metal cup, ensuring the edges of the pastry rise out of the cup slightly. If using pastel molds, place them on a large baking sheet.
Pour custard into each pastry cup, filling about 2/3 of the way. Bake for 15-20 minutes until the crust is crisp and brown and the tops of the custards are bubbling and have caramelized amber-brown spots.
Remove pastéis from the oven and let cool for 10 minutes. Then, remove each pastel from their metal cups with the handle of a spoon or a toothpick. You made need to take a small knife and loosen the edges, but most will pop out easily.
Serve warm with a dusting of powdered sugar and cinnamon.