Follow our recipe for kagecreme (Danish pastry cream). Let this cool at room temperature or in the fridge while you make the vandbakkelser. Combine the water, butter, sugar, and salt in a saucepan and place on the stove on medium to medium-high heat. You want to bring the mixture to a point where it is just boiling so that when you add the flour, it will thicken to the right consistency!
Once the butter mixture melts and starts to bubble a bit around the edges, add the flour in all at once and stir vigorously. You should hear the mixture sizzling slightly as the flour absorbs the liquid. Keep stirring over medium to medium-low heat for 1-2 minutes, until the dough no longer sticks to the sides of the saucepan and comes away cleanly. Transfer to a bowl and let cool for 5-10 minutes.
Next, add the 3 eggs to the cooled dough mixture, one at a time! Mix vigorously after adding each egg. The mixture should become homogeneous before you add the next.
Once all 3 eggs are in, continue stirring for 1-2 minutes until the mixture is smooth and you get a V shape when you lift up the spatula from the batter.
Preheat oven to 390 degrees F (200 degrees C) - you can make these on either regular or convection oven settings. Line a baking sheet with parchment paper. Depending on the size of your baking sheet, you may need two.
Brush the parchment paper with a little bit of water before piping. If the paper lifts up when you pipe, you can also add a bit of batter underneath the paper to help it stick to the baking sheet.
Pipe the mixture onto your baking sheet in circular blobs that are approximately 1.5 inches in diameter. You can use a piping bag or just a gallon zip lock bag with a hole cut off the corner. Make sure they are spaced about 1 inch apart as they will expand in the oven.
Then, dip your finger in some water and flatten the points of the blobs, or else they will burn in the oven.
Bake for 15 minutes if using a convection oven. If they don't look done yet, lower oven temperature to 350 F (175 C) and bake for another 5-10 minutes. If your oven is on a regular setting, it will likely take at least 25 minutes for the choux pastry to begin to turn golden; if they are still not done after 25 minutes, lower the oven temp to 350F (175C) and check after another 5 minutes. Do NOT open the oven or your vandbakkelser will collapse!
Once the vandbakkelser are out of the oven, let them cool. Then, carefully cut them in half with a serrated knife.
You can either use the kagecreme as is, or add whipped cream. Just whip up your heavy cream until it is very thick, and fold into the pastry cream. This technically turns the filling into a Creme Legere or Creme Diplomat - it is not as stiff as the regular kagecreme, but it adds a nice creamy finish to the filling. You can also just fill them with whipped cream and fruit!
If you are using jam, smear or pipe it onto the bottom half of each vandbakkelse. Then, spoon your kagecreme/whipped cream mixture on top of the jam.
Carefully place the top half of the vandbakkelse on the cream to create your little sandwiched choux bun.
Enjoy! Refrigerate any leftover buns, and you can even freeze them for a cold and delicious snack later on.