For the puff pastry snails, mix well the mascarpone with the honey, vanilla bean pulp and nuts.
Spread generously on the puff pastry and roll into a snail. Mix the egg and brush the puff pastry with it.
Cut the puff pastry roll into finger-thick pieces and place on a baking tray lined with baking paper. Bake in the preheated oven at 170 °C for about 20 minutes.
Place the still warm puff pastry buns on a plate and sprinkle with a little powdered sugar.