To put it all together:
Prepare the pastry dough as given in the last post. Cut the dough into even-sized squares. For 10 cm squares put 1 tbs of custard (or thick jam, e.g. raspberry) in the middle of each square. Fold one corner into the middle, then the opposite corner, then repeat with the other two corners. Do not crimp or overlap, as the corners are meant to pull back from the middle while baking.
You can also make pinwheels:
Cut slits into each corner, about half-way to the middle, put in the filling, then fold in every other point of the pinwheel. Press together the points.
Arrange on a cookie sheet, about 5 cm apart. Let rise at room temperature for 10-15 minutes, brush with beaten egg, milk or water and bake at high temperature (225°C) until a light golden colour (should take about 12-15 minutes).
Remove from the oven and cool. Use a piping cone with a narrow point to make even zig-zag streaks of icing on top of each pastry. Serve.