Add dry ingredients together into the mixing bowl, then mix the water, milk and butter together and warm them up in the microwave.
Pour the wet ingredients into the mixing bowl mix them together then add the egg to the mixture with medium speed, the dough is sticky at this moment, so transfer the dough to the working surface and knead with some extra flour. Then make a dough to the ball and put it in a greased bowl and cover it at room temperature to double in size.
Roll the dough to the rectangle and spread the pastry cream on top of the dough and roll the one end to other end gently.
Trim the edges and cut the dough to ten to twelve pieces (3 cm each) and let them rest in a pan for at least 1 hour. (Keep the room between pieces).
Bake them at 170c for 20-25 minutes to golden brown.
For the Pastry Cream:
Whisk the egg yolks, vanilla extract, sugar and corn starch to light and pale.
Heat the milk to simmer and then slowly add to the mixture.
Mix the mixture constantly and then pour back to the pot and whisk the mixture on medium high to become thick.
Remove from heat, add the espresso cream and the sieve the mixture and cool it down in fridge.