Set aside 1 egg yolk for smearing, beat the eggs with a fork and add them to the flour. Add the vanilla and oil and knead a dough. Leave it for 1 hour to rise.
Then divide it into 2, divide each of those into 8-10 balls. Form a wick 8 3/4″ (22 cm) long. Bend it in the middle and twist it about itself like a rope.
Arrange the pastries in a buttered tray. Form the 2nd part of the dough into a wick 15 3/4″ (40 cm) long and make it into a spiral - like a snail shell. Smear them with beaten egg yolk and 1 tbsp milk. Put the colored sugar sprinkles on top. Leave it for 15 min. for the dough to relax and bake in a preheated 356°F (180 °C) oven for 20 min. until golden.
Take them out and once they cool, cut them across the middle.
Prepare the cream: heat the milk and sugar. Add the pudding, stir with a whisk until thickened. Remove from the heat and while still hot, mix it with the butter. Let it cool well - otherwise it won't spread properly, it'll run.
Scoop it using a spoon into a pastry bag with a rose tip and spray it on the bottom half of the pastries. Cover with the upper half but make sure the cream remains visible. Sprinkle with powdered sugar and cool.
The next day, they're going to look very appealing and tasty!