Custard

1. Combine the egg yolks, sugar, and cornstarch in a large heatproof bowl and whisk to combine
2. Combine the milk and vanilla extract in a small saucepan over medium heat and heat until steaming
3. Remove from the heat and pour into the egg yolk mixture, whisking constantly until smooth
4. Return the mixture to the saucepan and heat over medium-low, whisking constantly until thickened
5. The mixture should be thick enough to draw lines in it
6. Remove the pan from the heat and add the butter, stir until melted
7. Remove 1/4 cup of the custard and mix it with the ube halaya, Cover with cling wrap and place in the fridge to cool completely
8. Return the pan to the heat and add the cream cheese and processed cheese to the remaining custard
9. Stir and cook for 1-2 mins until melted and slightly thickened
10. Transfer the custard to a bowl and cover with cling wrap, pressing the cling wrap onto the surface of the custard to prevent it from forming a skin
11. Place in the fridge to cool completely

Assembly

1. Remove the puff pastry from the freezer and thaw for 5 mins, until slightly softened
2. Meanwhile, transfer the chilled ube cream and cheese custard into two piping bags
3. Cut each puff pastry sheet into 8 equal rectangles
4. Cut off the tip of the piping bags and pipe a line of ube cream and cheese custard down the centre of 8 rectangles
5. Top with another rectangle of puff pastry and use a fork to seal the edges
6. Place in the freezer for 1 hour to chill
7. Heat a heavy bottomed pot of neutral oil to 200C/390F
8. Carefully lower the pies into the oil, be careful as they will splatter
9. Fry three at a time, for 2-3 mins, turning halfway, until golden brown
10. Place on a wire rack to drain for 5 minutes and enjoy hot!