Layered puff pastry and sponge cake with custard and whipped cream is Italian pastry shop elegance. This impressive mediterranean dessert is a family celebration favorite.
Preheat oven to 400°F. Line two baking sheets with parchment and arrange puff pastry sheets flat; dock with a fork and bake for 18–20 minutes until deeply golden and crisp. Let cool completely.
Prepare sponge cake: Beat 4 eggs and 3/4 cup sugar on high until thick and pale (about 6–8 minutes); gently fold in lemon zest and sifted cake flour. Pour batter into a parchment-lined 9x13-inch pan. Bake at 350°F for 20–22 minutes, cool and slice to fit pastry layers.
Make custard: In a saucepan, whisk 1 egg, 1/4 cup sugar, and 2.5 cups milk. Cook over medium-low, stirring steadily, until thickened and coats the back of a spoon, about 8–10 minutes. Off heat, stir in 1 tsp vanilla extract and cool completely.
Whip heavy cream with 1/2 cup powdered sugar and 1 tsp vanilla extract to stiff peaks. Chill until ready to use.
Assemble: Layer puff pastry, then sponge cake, spread with custard and a layer of whipped cream. Repeat, finishing with puff pastry on top. Chill at least 2 hours to set before slicing. Dust with powdered sugar to serve.