Notes: For best results, thaw your phyllo dough overnight in the fridge. To keep it from drying out, I cover the phyllo dough I’m not working with at the moment with a sheet of plastic wrap and then a barely damp dish towel.
- If you overfill your pastries, they will burst in the oven. The key is to only use one tablespoon of filling per pastry then to roll them loosely. Finally, when you turn the edges up, leave about ½ inch empty space on each side of the filling. Leaving a little extra room inside the pastry allows the egg filling to expand without leaking.
- Egg whites (unlike yolks) freeze beautifully. If you want to use them later to make meringue, be sure to separate your eggs carefully and avoid getting any yolk in the whites. To thaw, place the frozen egg whites in the fridge overnight.
- Like many Portuguese pastries, these are especially good straight out of the oven, served with an espresso.
Combine the sugar and water in a medium saucepan. Bring to a boil over medium-high heat. Once the sugar is dissolved, do not stir the syrup. Cook until the syrup has thickened enough to come off a spoon in a thick stream. This should take about 8-10 minutes. If you want to be more precise, the syrup should read about 200°F on an instant-read thermometer. Set aside to cool for a minute or two.
While the syrup is cooling, place your yolks in a large bowl. Whisk to combine then slowly drizzle in a very thin stream of the hot syrup, whisking constantly. The idea is to temper your eggs, or gradually heat them enough to add them to the hot liquid without scrambling them. Continue to gradually add the syrup while whisking vigorously. The more your eggs warm up, the faster you can add the syrup. When you’ve added all the syrup, transfer the egg mixture back to the saucepan and place over medium-low heat. Cook, stirring or whisking constantly until the mixture is thick and creamy and resembles sabayon or lemon curd. Whisking is faster and yields a fluffier result, so that’s the method I prefer. Either way, be sure to occasionally scrape the bottom and corners of the pan with a flexible, heat-proof spatula to make sure there’s no egg scorching going on down there.
Remove from the heat and strain the egg mixture through a medium-mesh sieve into a medium bowl (the sieve will remove any little bits of hard-cooked egg and make sure your filling is smooth). Place a sheet of plastic wrap directly on the surface of the egg custard (to prevent a skin from forming) and refrigerate until set, at least 2 hours and up to 2 days.
When you’re ready to assemble and bake the pastéis, preheat your oven to 400°F.
Stack two sheets of phyllo on a large, clean work surface. Fold the stacked sheets in half widthwise (short end to short end) and cut along the fold with sharp knife. Stack the four sheets of phyllo on top of each other, fold widthwise and cut along the fold again. You will now have eight rectangles of phyllo dough measuring roughly 7x9 inches. Place six of the sheets under your towel with the rest of the phyllo and leave two on your work surface.
Using a pastry brush, lightly butter the first rectangle of phyllo. Place the second sheet directly on top and lightly butter as well. Position the phyllo sheets so one of the long edges is closest to you, then place one tablespoon of the chilled egg filling in the middle of this long edge, about ¾ inch in from the edge. Loosely fold the phyllo over the filling to create a sort of flat tube (it will puff as it cooks). Use your fingers to make an indentation on both sides of the filling, leaving about ½ inch room for the filling to expand within the tube. Brush the top of the pastry with butter, fold the ends up, pinching the seam gently so they won’t open in the oven and butter the ends you’ve just folded up. Place on a parchment-lined sheet pan and repeat with the rest of the phyllo and filling.
Bake the pastéis for 12-14 minutes, until they have puffed and the tops are golden brown. Cool slightly before sprinkling with powdered sugar. The pastéis can be served warm or at room temperature.