Start by rolling out your thawed puff pastry on a lightly floured surface until it’s about 1/8 inch thick. Shape it into a rectangle and roll it tightly to form a log. Slice the log into 12 equal pieces and arrange these snugly in a greased muffin tin, pressing the dough down and against the sides. Chill the muffin tin in the refrigerator for about 15 minutes to help the pastry maintain its shape while baking.

After chilling, take the muffin tin out of the fridge, and use your fingers to press each slice of pastry into the muffin tin cups, ensuring they cover the bases and come up the sides.

In a medium saucepan over medium heat, whisk together the granulated sugar, all-purpose flour, and about half a cup of the whole milk until you form a smooth paste. Gradually add the remaining milk, along with the cinnamon stick and lemon peel. Cook the mixture while stirring constantly until it thickens slightly and bubbles, about 5-7 minutes.

While the custard base cools slightly, separate your 6 large egg yolks into a bowl and whisk them until well blended. Remove the cinnamon stick and lemon peel from the custard, then slowly whisk the warm mixture into the yolks, ensuring a smooth consistency.

Once your oven is heated, carefully fill the pastry cups with the custard mixture, filling them about three-quarters full. Bake them in the hot oven for 12-15 minutes, or until the custard puffs up and the tops turn beautifully blistered and golden.

After baking, allow the Pastel de Nata to cool in the muffin tin for roughly 5 minutes before gently transferring them to a wire rack.