Dominique Ansel's Rainbow Mille-Feuille

Bring milk to a simmer in a medium saucepan over medium heat. Meanwhile, vigorously whisk egg yolks, granulated sugar, and cornstarch in a medium bowl until light in color and well incorporated. Whisking constantly, stream one-third of warmed milk into yolk mixture and whisk until well blended. Return pot with remaining milk to medium-low heat and add yolk mixture. Cook, whisking constantly, until pastry cream is very thick (think pudding) and begins to bubble, about 4 minutes.

Remove from heat and whisk in butter until fully incorporated. Line a rimmed baking sheet or large shallow bowl with plastic wrap and spread pastry cream directly on plastic (the more spread out the pastry cream is, the faster it will cool). Cover with another piece of plastic wrap, pressing it directly against the surface to prevent a skin from forming, and chill at least 2 hours.

Meanwhile, preheat oven to 375°. Unfold each puff pastry onto a parchment-lined rimmed baking sheet. Using a fork, dock both pieces of dough, making rows across the surface about 1" apart. Bake puff pastry until golden brown, 25–35 minutes. Remove baking sheets from oven and dust pastry lightly with powdered sugar. Return to oven and bake until sugar is caramelized, 1–2 minutes. Transfer sheets to wire racks and let cool.

Fold pastry cream with fruit purée (if using preserves, finished pastry cream will have some fruit pieces in it) in a medium bowl. Divide pastry cream among 5 small bowls (you should have about 4 cups pastry cream to make 5 colors). Add food coloring 1 drop at a time and mix until desired color is achieved. (Some good combinations: raspberry and red; blueberry and blue/purple; apricot and orange.) Transfer each color to a piping bag and chill until ready to use.

Using a serrated knife, cut each puff pastry into six 4x6" rectangles. Place a rectangle of pastry on a plate or platter. Cut off a small corner of piping bag and pipe the first layer of pastry cream on puff pastry, leaving a ⅛" border. Place another pastry rectangle on top, then pipe the next flavor of pastry cream. Repeat with remaining pastry rectangles and creams, creating 6 layers and ending with puff pastry. Dust top layer of puff pastry with powdered sugar. Serve immediately.

Do Ahead: Pastry cream can be made up to 5 days ahead; store in an airtight container and chill.