On a lightly floured surface, roll the puff pastry into a rectangle about 3–4mm thick if it isn't already at that thickness. Starting from one long edge, roll the pastry tightly into a log, like a jelly roll. Wrap and chill the log for 20–30 minutes until firm. Once chilled, slice the log into 12 even rounds, about 2cm thick. Place each round cut-side up in a standard muffin tin cup. Using your thumbs, press and spread each round outward and up the sides of the cup, working the spiral pattern visible in the dough so it lines the cup evenly with a slightly thicker rim at the top. The spiral visible on each slice's cut face is exactly what becomes the tart shell's signature layered wall once pressed up the sides of the tin — that structure is only achievable because the pastry was rolled into a log first, rather than simply cut from a flat sheet into individual rounds.

Once all 12 cups are lined with pastry, place the muffin tin in the refrigerator for at least 10 minutes while you prepare the custard. Chilling the shaped pastry firms the butter back up after the warmth of handling, which is what lets the shells hold their shape and puff evenly rather than slumping or shrinking once they hit the hot oven.

In a small saucepan, combine the milk, cinnamon stick, and lemon peel. Heat gently over medium-low heat until steaming but not boiling. Remove from the heat and let it steep for 10–15 minutes to infuse. Strain out the cinnamon and lemon peel before using. This gentle infusion draws the cinnamon and lemon's aromatic oils into the milk without ever bringing it to a full boil, which would risk scalding the milk and pushing those flavours toward something harsher and less delicate than the tart's traditionally subtle background aroma calls for.

In a separate small saucepan, combine the sugar and water. Bring to a boil over medium heat and cook for 1–2 minutes, just until the sugar fully dissolves and the syrup turns clear. Do not let it caramelise or turn golden at this stage. Remove from the heat. This syrup needs to stay a clear, simple syrup rather than developing any colour — its role here is purely to sweeten and slightly thicken the custard base, and any caramelisation at this stage would push the flavour toward something closer to butterscotch, working against the tart's intended clean sweetness.

Whisk the flour into the strained warm milk until completely smooth, with no lumps remaining. Slowly pour in the hot sugar syrup while whisking constantly. In a separate bowl, whisk the egg yolks and whole egg together until smooth. Gradually whisk a small amount of the warm milk mixture into the eggs to temper them, then pour the tempered egg mixture back into the remaining milk mixture, whisking constantly. Stir in the vanilla extract. Strain the entire custard through a fine sieve into a jug or bowl to remove any lumps or bits of cooked egg. Tempering the eggs gradually, rather than pouring the hot milk in all at once, prevents the sudden temperature shock that would scramble them — that careful gradual warming is what keeps the final custard silky rather than flecked with tiny curdled bits.

Preheat the oven to its highest setting, ideally 250°C or higher if your oven allows, along with a heavy baking tray placed inside to preheat as well. Remove the chilled pastry-lined muffin tin from the refrigerator. Pour the strained custard into each shell, filling to just below the top edge of the pastry, leaving a small gap since the custard will puff slightly during baking. Do not overfill. Overfilled tarts will spill over and stick the pastry to the tin, ruining the shape as they bake.

Carefully place the muffin tin directly onto the preheated baking tray in the oven. Bake at the highest possible temperature for 12–18 minutes, watching closely toward the end. The tarts are ready when the pastry is deeply golden and crisp, and the custard has puffed slightly with dark caramelised spots forming across the surface, while the centre still has a gentle wobble. Every oven behaves differently at extreme heat, so watch rather than trust the clock alone. Placing the muffin tin directly onto an already-hot baking tray gives the pastry immediate, intense heat from below the moment it enters the oven, which is what helps the bottom crisp properly in the same short window the custard needs to develop its characteristic dark spots on top.

Let the tarts cool in the tin for 5 minutes, then carefully transfer them to a wire rack. Pastéis de nata are traditionally served warm or at room temperature, dusted with cinnamon or powdered sugar if desired, though the pastry and custard both taste best without waiting too long after baking. This brief cooling in the tin lets the custard finish setting just enough to release cleanly, while the tarts are still warm enough to showcase the contrast between the crisp, flaky shell and the soft, silky custard inside.