Ensure puff pastry is thawed to room temperature. Preheat oven to 375 degrees. Spray muffin tins with cooking spray, noting that this recipe makes 16 buns.
Combine filling ingredients in a medium bowl. Use. and mixer to completely combine the mixture until smooth.
Spread one sheet of puff pastry on a clean working surface. Use a rolling in to gently roll the sheet out to give yourself a little more space to work with.
Spread half of the almond filling over the puff pastry. Use a pastry wheel or pizza cutter to slice the puff pastry sheet in half lengthwise, then slice each half into 4 equal strips. You will end up with 8 strips.
Roll each strip up, and place into the prepared muffin tin.
Combine the egg and milk together for an egg wash, and brush each bun liberally. Bake for 25-30 minutes, until buns are golden brown baked through.
Remove from oven and using a paring knife as needed, gently remove each bun from the muffin tin and place on a cooling rack. Allow to cool for about 15 minutes.
Dust with powdered sugar and top with sliced almonds. Enjoy!