In a bowl, whisk together the flour and 50 ml/ 1.7floz. of the milk until you have a smooth paste.
In a small saucepan, combine the sugar, cinnamon stick, lemon peel, and water. Gently swirl the pan until all the sugar is moistened. Place over medium heat and cook until the syrup reaches 100-105°C/212-221°F (use a candy thermometer). Do not stir the syrup while it cooks. If needed, gently swirl the pan from time to time.
While the syrup is heating, warm the remaining milk in a separate saucepan. As soon as it is just about to boil, remove it from the heat and whisk it into the flour mixture until smooth. Set aside until the sugar syrup reaches the correct temperature.
Once the syrup is ready, carefully remove the cinnamon stick and lemon peel. Slowly pour the hot syrup into the milk mixture while whisking continuously. Stir in the vanilla extract and mix well. Continue stirring occasionally to let the mixture cool slightly. It should still be warm, but no longer piping hot.
Once the mixture has cooled slightly, whisk in the egg yolks until fully incorporated. Cover the bowl with plastic wrap and set aside.
Preheat the oven to 280°C/536°F (conventional oven) and position the oven rack near the top of the oven.
Unroll one sheet of puff pastry completely, removing any parchment paper, then roll it back up tightly. Slice the roll into 12 equal pieces.
You will only need half of the second sheet for the remaining 6 pastries. Cut that half lengthwise, roll it up, and slice it into 6 pieces. Wait to prepare the second batch until you're ready to bake it. The custard can sit at room temperature for a while, but it's best to keep the puff pastry refrigerated until you're ready to use it.
Grease a muffin pan with butter or baking spray. Roll each piece of puff pastry out as thinly as possible and line the muffin cups with it. The pastry doesn't have to reach the very top of each cup, but try to press it as high up the sides as you can. Prick the bottoms a few times with a fork.
Stir the custard briefly, then fill each pastry shell about ¾ full
Bake the pastéis de nata for 10–15 minutes at 280°C/536°F (conventional oven).
Starting at the 10-minute mark, watch them closely. They brown very quickly toward the end. The tops should be deep golden brown with a few dark, almost black spots on the custard. Those characteristic spots are exactly what you're looking for.
IMPORTANT: A very hot oven is essential for authentic pastéis de nata. If your oven doesn't reach 280°C/536°F (conventional oven), you can bake them at a lower temperature, but expect a slightly different result and a longer baking time.
Let the pastries cool in the muffin pan for a few minutes before transferring them to a wire rack.
Repeat the process with the remaining puff pastry and custard.
Before serving, dust the pastries with powdered sugar and ground cinnamon. They're wonderful served warm, but they're just as delicious once they've cooled.