Pastry log (10 min plus 30 min): Roll the puff pastry up tightly from a short side into a log, wrap and chill 30 minutes. Heat the oven as hot as it goes, 260 to 290C (500 to 550F), with a rack near the top.
Line the tins (15 min): Cut the log into 12 slices about 2 cm thick. Put a slice cut-side up in each cup of a 12-cup muffin tin. Dip your thumbs in water and press the spiral down in the center and up the sides, until it's thin and rises a little above the rim. Chill while you make the custard.
Custard base (10 min): Whisk the flour into a third of the milk. Heat the rest of the milk with the lemon peel and cinnamon stick until steaming, whisk in the flour mixture and cook, stirring, until thick, about 2 minutes.
Syrup (5 min): Boil the sugar and water until it reaches 106C (220F), about 3 minutes. Whisk the hot syrup into the milk in a thin stream. Take out the lemon and cinnamon and let it cool until warm.
Yolks (2 min): Whisk the yolks into the warm (not hot) custard and strain into a jug.
Bake (9 to 12 min): Fill the pastry cases three-quarters full. Bake at full heat 9 to 12 minutes, until the pastry is crisp and golden and the tops have black, blistered spots.
Serve (10 min): Cool 10 minutes. Eat warm, with cinnamon and powdered sugar shaken on, the Lisbon way.
Tips
Hotter is better: the scorch marks are the point.
If your oven won't top 250C, use the broiler for the last minute.