Preheat the oven to 230 degrees.
Grease a muffin tin with butter and cut out rounds from the puff pastry. Cover the muffin tin with the rounds of puff pastry. Then prick several holes in it with a fork.
Grate the zest of the lemon and heat it with the water, cinnamon stick and sugar in a saucepan. Bring this to a boil and keep stirring until it becomes a syrup. Then remove the cinnamon stick from the syrup.
Beat the egg yolks together with the milk and the marrow from the vanilla pod.
Add the flour to the syrup and mix together. Pour in the egg mixture while stirring and keep stirring until it becomes a custard.
Pour the custard into the puff pastry trays and bake in the oven for 15 minutes.