Baked Churros filled with Mexican Hot Chocolate Pastry Cream

For the Mexican Hot Chocolate Pastry Cream:
 1 1/4 cups whole milk
1/2 vanilla bean split lengthwise, or 1 teaspoon vanilla extract
3 large egg yolks
1/4 cup white sugar
2 tablespoons all-purpose flour
2 tablespoons cornstarch
2 ounces finely grated dark chocolate
3/4 teaspoon cinnamon
1/8 teaspoon chili powder (for a more intense heat, add 1/4 teaspoon)
1 roll (400 grams) frozen puffed pastry, thawed
1/4 cup butter, melted
4 tablespoons sugar
1 teaspoon cinnamon
3/4 cup whipping cream
2 tablespoons sugar
instant cocoa mix for dusting (or cocoa powder)
To prepare the pastry cream mix the sugar and egg yolks together in a medium-sized heatproof bowl.  Sift the flour and cornstarch together, whisk to combine.   Add to the egg mixture, mixing until you get a smooth paste.  Meanwhile, in a saucepan bring the milk and vanilla bean just to boiling (just until milk starts to foam up).  Remove from heat and set beans aside. Transfer milk to a meauring cup with a spout and add slowly to egg mixture, whisking constantly to prevent curdling. (If you get a few pieces of egg (curdling) in the mixture, pour through a strainer.) Scrape seeds from the vanilla bean and add to the egg mixture.   Transfer the egg mixture back into the saucepan and cook over medium heat until boiling, whisking constantly. When it boils, whisk mixture constantly for another 30 to 60 seconds until it becomes thick. Remove from heat and immediately stir in vanilla extract if using instead of a vanilla bean.   Add the grated chocolate, cinnamon, and chili powder. Stir with spatula until fully incorporated.  Pour into a clean bowl and immediately cover the surface with plastic wrap to prevent a crust from forming.   Cool to room temperature. If not using right away refrigerate until needed, up to 3 days. Whisk or stir before using to get rid of any lumps that may have formed.
To prepare the churros, roll out puffed pastry on a lightly dusted counter to 1/8" thick.  Using a cookie cutter, cut out desired shapes. Dough can be re-rolled and used again.  Transfer dough to a lightly greased cookie sheet lined with aluminum foil. Using a pastry brush, cover the top of the churros with the melted butter.    Place the 1/4 cup granulated sugar and 1 teaspoon cinnamon in a small bowl and mix until incorporated. Sprinkle the cinnamon/sugar mixture liberally over the tops of the cut out dough.  Bake for 15 minutes, or until the churros are nicely puffed up and golden brown on top.  Remove from oven and transfer baking sheet to a wire rack to cool.
Place whipping cream and sugar inside bowl of standing mixer. Beat on highest speed until peaks form. Set aside.
Transfer pastry cream to a piping bag fitted with a #12 tip (or something similar).  Insert the tip into the side of the puffed pastry and gently squeeze in the pastry cream. Don't squeeze too hard or the pastry will crack. I filled them almost totally full*
*Note: the recipe for the pastry cream makes about 1 cup. This wasn't enough to fill all the churros from a 400 gram roll of puffed pastry. You can double the pastry cream recipe if you want to fill them all, or adversly you can fill with less cream. As I said I filled mine quite full.
Give each churro a dollop of whipped cream and dust with the cocoa powder. Serve immediately!
Pastry cream recipe adapted from Joy of Baking