Cook over low heat, stirring constantly, until smooth and thickened.
Beat the eggs one at a time, mixing well each time.
The dough should be homogeneous.
With a spoon or a bag, place medium-sized balls on a baking sheet covered with parchment. Bake at a temperature of 200 degrees for the first 10 minutes, then at a temperature of 180 degrees for another 15-20 minutes. These are the buns you get.
For the cream, heat the milk, whisk with the yolks.
Add sugar, vanilla sugar and flour and cook until thickened, stirring constantly. Cool.
Place a whipping attachment in a food processor and whisk the cream together with butter and Cognac.
Fill the rolls with cream using a pastry syringe.
For the glaze, melt the chocolate in a water bath, add the milk and mix well. Pour the icing over the buns and decorate as desired.