To make the caramel pastry cream:
Bring the water, sugar and corn syrup to a full boil in a medium saucepot. Boil, uncovered and without stirring, occasionally brushing the sides of the pot with water, until it is a light amber colour. Whisk in the cream gradually (take care for the steam) until fully incorporated, and cool to room temperature. Whisk 1/3 cup of the caramel sauce into the pastry cream and chill until ready to assemble.
To make the vanilla pastry cream:
Heat the milk with the scraped seeds of the vanilla bean or the vanilla bean paste until just below a simmer.
In a separate bowl, whisk the egg yolks, sugar and cornstarch. Ready a bowl with the butter, placing a strainer on top of it.
Gradually whisk the hot milk into egg mixture and then return it all to the pot. Whisk this constantly (switching to a spatula now and again, to get into the corners) over medium heat until thickened and glossy, about 2 minutes. Pour this immediately through the strainer, whisking it through if needed, and stir in the butter. Place a piece of plastic wrap directly over the surface of the custard, cool to room temperature and then chill completely until ready to use.
To make the cannoli shells:
Preheat the oven to 175°C and line multiple baking trays with parchment paper.
Bring the corn syrup and molasses up to a simmer over medium heat. Remove the pot from the heat and add the butter, stirring until melted. Sift in the flour and sugar together and whisk in. Stir in the brandy.
Drop small teaspoonfuls of the batter onto the baking trays, leaving 3 inches between each other. Bake for about 10 minutes until the cookies are browned and bubbling. Let the cookies cool for about a minute, to set a little, then lift then carefully and wrap them over a cannoli tube or other doweling (about 3/4 inch diameter) and allow them to cool.
For the pastry cream, stir in the chopped chocolate into half of the warm pastry cream and chill completely. Stir peanut butter into half of the caramel pastry cream to taste.
1. Vanilla Cream with Sprinkles
2. Caramel Peanut Butter
3. Caramel Coconut (coconut sprinkled on outside ends)
4.. Chocolate Pistachio (pistachios sprinkled on outside)