Unroll one sheet of puff pastry at a time and cut it into 9 equal strips.
Place the mold at the end of each strip and wrap it around the tube, overlapping the pastry 1/4″. Pinch the mold to form a cone, then repeat for each one.
Whisk together the egg and the water. Place the cream puffs on the baking sheet, leaving room between each so they can puff up. Brush each with egg wash.
Bake for 15 minutes, then turn the pan halfway through the cooking time. Continue baking until golden brown. Repeat with the second batch if needed.
Allow the horns to cool slightly, then use a clean kitchen towel to gently twist the mold out and place them on a wire rack to finish cooling.
Use an electric mixer to beat the whipping cream until soak peaks form. Mix in the powdered sugar, then continue whipping until stiff peaks form.
Transfer the whipping cream to a piping bag and pipe it into the cooled cream horns.
Dust them with powdered sugar and serve.