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Method

1. To make the pastry, mix the flour, salt and 105ml/3½fl oz water in a bowl, until it starts pulling away from the sides of the bowl. Sprinkle some more flour on the dough, wrap it in cling film and set it aside for 15 minutes, to let any gluten that may have been activated to rest.

2. Dust a clean surface and rolling pin with flour. Roll the dough into a 25cm/10in square. Brush off any excess flour from the top of dough. Evenly spread a third of the butter on to the first two thirds of the dough, leaving an unbuttered 2cm/¾in border, to stop the butter from overflowing. Fold the unbuttered third of dough over the middle third. Brush off excess flour and fold the remaining third on top of the rest of the dough, as though you were folding a letter to go in an envelope. Rotate the dough 90 degrees to the left, so the last fold is facing you. Roll it out into another 25cm square and repeat the same process.

3. Turn the dough 90 degrees to the left and roll out the dough into a 30x35cm rectangle, with the shorter side facing you. Spread the remaining butter over the entire surface of the dough. Roll up the rectangle into a log starting from the shorter side, brushing off loose flour as you go. Trim the ends, wrap it in cling film and chill it for at least 3 hours or ideally, overnight.

4. To make the custard, whisk together the flour and 50ml/2fl oz milk in a bowl until smooth. Bring the remaining 250ml/9fl oz milk to the boil in a small saucepan. Remove it from the heat, add the vanilla and lemon zest and cover with a lid to infuse for 2 minutes. Pour it into the flour and milk mixture.

5. Place the caster sugar, cinnamon and 160ml/5½fl oz water in another small saucepan and bring to 100C. If you don’t have a cooking thermometer, dip a spoon into your syrup and lift it; a large drop should form and as it falls it should leave a short thin string behind. Do not stir the solution, as this will start to crystallise the syrup. Very slowly, pour the sugar syrup into the infused milk mixture. Remove the cinnamon stick and stir until slightly cooled. Whisk in the egg yolks and strain the mixture into a jug, cover it and set aside.

6. Pre-heat the oven to its hottest temperature.

7. Slice the refrigerated pastry log into 12 even slices. Place the slices into a non-stick muffin tin. Set aside for 10 minutes to soften. With wet thumbs, press the dough against the bottom of the tin and then smooth the dough up to the sides, creating a raised lip above the pan. Be careful not to leave the bottom too thin.

8. Fill each pastry three-quarters full of custard and bake for 15–17 minutes or until the edges are golden brown. If your oven has a grill mode, turn it on for the final few minutes to achieve the distinctive caramelisation effect of a typical pastel de nata. Cool for 10 minutes before serving. The Portuguese favourite way of eating them is while they’re still warm and with a sprinkle of cinnamon on top.