Preheat your oven to 400°F (204°C) and roll out puff pastry sheets on a floured surface. Cut into ¾ inch wide strips.

Wrap each strip around a horn mold, overlapping edges slightly to create a cone shape.

Bake molds on a lined baking sheet for approximately 18 minutes or until golden brown.

Remove from the oven, let cool for a few minutes, then transfer to a wire rack to cool completely.

Beat softened cream cheese in a bowl until smooth, gradually mixing in powdered sugar, vanilla, and sea salt.

Add cold heavy cream to the mixture and beat until fluffy; alternatively, fold in Cool Whip for a lighter filling.

Once cooled, fill a piping bag with cream and pipe into each horn, starting from the base.

Chill the filled horns in the refrigerator for at least 8 hours before serving, dusting with powdered sugar before serving.