In a food processor, blend together the cold butter, sugar, egg yolk, flour, and salt until the mixture resembles coarse crumbs. Introduce the water gradually, pulsing until the dough coalesces into a ball. Shift the dough onto a floured workspace, pressing gently until cohesive and slightly tacky. Divide the mass in half, wrapping each portion in plastic wrap, and refrigerate for 1 to 2 hours.

Preheat the oven to 375°F. Prepare clothespins by encasing them in small pieces of aluminum foil. On a floured surface, roll out one dough portion into a 12x8-inch rectangle. Trim edges neatly, then cut into 1-inch wide strips. Spiral each strip around a prepared clothespin, slightly overlapping the edges. Position them seam-side down on a parchment-lined baking tray. Repeat this process with the remaining dough.

Bake for 18 to 20 minutes or until faintly golden. Allow the pastries to rest for a few minutes post-baking, then cautiously slide off the clothespins. Let the pastries cool completely on a wire rack.

For the filling, combine flour, sugar, and milk in a saucepan over medium heat. Whisk continuously until the mixture thickens, roughly 10 minutes. Remove from heat and transfer to a heatproof bowl. Cover the surface directly with plastic wrap to avoid skin formation and chill for 40 minutes.

In a stand mixer fitted with the whisk attachment, beat the room temperature butter on high for approximately 8 minutes until fluffy. Gradually add the cooled milk mixture in increments, ensuring full integration. Scrape the bowl, switch to the paddle attachment, then incorporate vanilla and salt. Continue beating on medium-high for 10 to 13 minutes until the filling is light and smooth.

Fill a piping bag with the cream and use a star tip to pipe the filling into each cooled pastry shell.