In a bowl, mix the egg yolk, sugar, vanilla, and cornstarch together in a big bowl.
Add hot milk to the egg mixture slowly and keep stirring until everything is combined.
Transfer the entire mixture to the pot, and keep stirring on medium heat until the mixture thickens.
Allow the custard cool down for 5 minutes and then add butter. Cover with plastic wrap and let it cool in the fridge for 3 hours.
Add Mascarpone cheese to the custard and mix with a hand mixer or stand mixer until well combined.
Roll sheets of puff pastry with a rolling pin to the desired shape and generously prick the puff pastry with a fork.
Bake the sheets of puff pastry on 400 degrees F (200 degrees C) for 20-25 minutes or until golden Brown. Remember to put aside one puff pastry sheet to crumble later.
Divide the custard into 5 portions enough for each layer of puff pastry and begin layering your Russian Napoleon Cake.
Coat the top and sides with crumbled puff pastry sheet put aside.
Decorate as you wish!
Refrigerate for 3-5 hours or preferably, overnight.