Cream Horns vs. Lady Locks

• Although the two treats look much alike, they have some fundamental differences. Cream horns are always made with strips of puff pastry, wrapped around a conical form for baking. Once they're crisp and golden, the shells are filled with whipped cream. Lady Locks are cylindrical, taking their name from the dangly ringlets so popular in 19th-century womens' hairdos. They're traditionally wrapped around old-school wooden clothespins, or pegs, and are sometimes called "clothespin cookies." They're also filled with buttercream rather than whipped cream, making them less prone to sogginess.

Traditional Doughs

• The oldest and most traditional recipes used a dough that could be thought of as a slightly enriched version of flaky pie dough, or as a rolled sugar cookie made using a pie crust technique. Most call for a mixture of butter and shortening, as butter alone makes a pastry that's difficult to handle. The fats should be left in pea-sized pieces, to make the dough light and flaky when it's baked. More recent recipes often call for the "quick" or "lightning" version of puff pastry, which is essentially a very flaky pie crust.

Using Puff Pastry

• Making real puff pastry isn't impossible for home bakers by any means, but it does require effort, skill and time. It's made by kneading a stiff dough, then wrapping it around a block of butter. After rolling and folding the dough in a complex series of steps, the finished dough bakes up light and crisp at four times its original thickness. The flaky dough used for Lady Locks was originally a substitute, intended to avoid this extra effort. However, with frozen puff pastry readily available at any supermarket, there's no reason not to use it instead of the traditional doughs.

Making Your Lady Locks

• Make up your favorite dough or else thaw a sheet of frozen puff pastry. Cut the dough into strips about an inch wide and four inches long, and wrap them around either old-fashioned clothespins or wooden dowels of the same diameter. For cleanliness' sake, wrap the wooden forms first with aluminum foil. The dough should overlap slightly, like an elastic bandage. Bake the shells until they're golden brown, then remove the clothespins once the pastry has cooled. Use a pastry bag to pipe whipped buttercream into the finished shells. They're best the first day, when the pastry is crisp and fresh.