1. Grease 8 cream horn metal cones or metal cannoli forms. Use a knife or rolling cutter to cut puff pastry into 1/2 inch wide strips. Wind pastry around cone, starting at one end ans overlap layers, covering form in a spiral. Cover and freeze for 30 minutes.
Preheat oven to 400 degrees F.
2. Just before baking, combine egg with about a teaspoon of water to create an egg wash. Brush puff pastry with egg wash. Sprinkle roughly 3 tablespoons of powdered sugar onto pastry, top and bottom, then place each seam side down on a baking pan lined with parchment paper.
3. Bake for 20 minutes or until golden brown, remove from oven and allow to cool on metal forms.
4. While pastry is cooling, prepare filling. Whip heavy cream until soft peaks, then add in remaining powdered sugar and vanilla. Whip until stiff. Fill piping bag with cream; pipe into cooled pastry. Keep refrigerated.
5. While the cannoli's are refrigerated. Preheat over=n to 425 degree F to make candied bacon.
Line cookie sheet with parchment paper, sprinkle 1/4 cup of the brown sugar on the paper, lay bacon on top of sugar and sprinkle the rest of the brown sugar on top of the bacon. Bake for 22 minutes. Remove from oven, let cool and cut up with kitchen scissors to place on top of cooled cannoli's. Enjoy!!