Prepare the basic Danish pastry dough.
Preheat oven to 400 °F (200 °C).
For the vanilla cream, boil ⅓ of the milk with the granulated sugar.
Mix the rest of the milk with the egg yolk, vanilla sugar, and vanilla pudding mix and stir into the boiling milk.
Let boil again briefly, remove from heat and let cool.
Sieve the cooled vanilla cream.
Begin beating the egg whites, add granulated sugar, and beat to stiff peaks.
Fold into the vanilla cream.
Roll out the pastry dough on a floured work surface and cut into tall triangles.
Spread on the vanilla cream, preferably with a piping bag.
Brush the edges of the dough with egg, roll up the triangles, and form crescents.
Brush with melted butter and place on a buttered baking sheet.
Bake at 400 °F (200 °C) at first and then lower to 340 °F (170 °C) and bake for about 15 minutes.
Dust with confectioner’s sugar.