You'll need twelve cream-horn molds or four-inch wooden cake dowels to make these horns. For a delicious alternative, add almond extract, raspberry puree, or mini chocolate chips to the whipped cream.
On a lightly floured work surface, roll out pastry dough into a 12-by-18-inch rectangle. Brush off excess flour. Using a pastry wheel or sharp knife, trim edges and cut dough lengthwise into twelve 3/4-inch-wide strips.
Lay one of the strips flat on a clean work surface; using a pastry brush, moisten top with beaten egg. Starting at pointed end of a cream-horn mold, wrap strip, with the egg-washed side up, around it in a spiral fashion, with each spiral overlapping slightly. Tuck or press loose end into last spiral; place spiral tucked side down on an ungreased baking sheet. Repeat with remaining strips. Wrap in plastic wrap; place in refrigerator 1 hour.
Preheat oven to 425 degrees. Brush dough again with beaten egg. Spread granulated sugar in a shallow pan; dip one side of each horn in sugar to coat. Return each, sugar side up, to baking sheet.
Bake until horns are golden brown and puffed, about 12 minutes; reduce oven heat to 350 degrees. Remove pan from oven; using a kitchen towel, carefully remove molds from horns. Return horns to baking sheet, and continue baking until insides are lightly golden brown, 8 to 10 minutes more. Remove from oven; immediately transfer horns to a wire rack to cool completely. Horns can be prepared up to this point and stored in an airtight container at room temperature up to 3 days before filling and serving.
When ready to serve, place cream in the bowl of an electric mixer fitted with the whisk attachment. Beat on medium speed until soft peaks form. Sift in confectioners' sugar, and add vanilla; continue beating until stiff peaks form. Transfer whipped cream to a pastry bag; pipe cream into horns. Serve immediately.