To make the cones we’ll need metal pastry cones. Don’t worry if you don’t have them, they’re very easy to make. Take a piece of paper and split it in half. Roll each piece into a cone shape securing the sharp end with a piece of duct tape and tuck away any excess paper. The paper cone will give stability to the future pastry cones. Wrap the paper cone with a piece of aluminum foil. Place a small lump of foil inside the cone which will help keep the weight of the dough. As a result, you will have a homemade pastry cones that looks almost the same as a store-bought one.
Roll out each pastry sheet a little bit and cut into equal strips about 1-inch thick. Wrap the pastry around the cone, starting at the wide end with a 1/8-inch overlap of the layers, covering the form in a spiral. Place the cones onto a baking sheet.
Whisk one tablespoon of milk with the egg and brush the wrapped pastry cones. Bake at 350 degrees for 25-30 minutes or until the tops are golden brown.
Allow to cool on the baking sheet with the metal forms still inside then carefully remove the pastry cones from the cones.
To make the syrup, combine the sugar and water in a heavy-bottomed saucepan. With a spatula help to cover all the sugar with water. Start to heat the syrup over medium heat until it reaches 245F degrees.
At the same time, in a stand mixer bowl combine the egg whites, a pinch of salt and lemon juice. Whip the eggs whites on low speed until foamy, then increase the speed to medium and beat until soft peaks are formed. I have a separate post on my site where I talk in more detail about the process of making Italian meringue.
When the egg whites are at the stage of soft picks and the syrup reached the right temperature, turn the mixer on high speed and slowly pour the syrup down the side of the bowl into the egg whites. Continue the whipping until the bowl feels slightly warm to the touch. When you lift the whisk up, the meringue should be stiff and glossy.
Transfer the Italian meringue into a piping bag with any large piping tip and squeeze with firm pressure into the pastry cavities. Dust with a little bit of powdered sugar or drizzle with chocolate.