Preheat the oven to 180 degrees C. (350 Fahrenheit).
To make the pastry, mix the water, oil and salt into a pan and bring it to the boil. Remove the pan from the heat, add the flour mixing quickly with a spatula. You will get a dough-like texture. Leave it to cool.
Add the eggs one by one and mix well until you get a smooth texture.
Line 2 or 3 large baking trays with greaseproof paper.
You can either use a piping bag or just a spoon to scoop the mixture onto the baking trays. Make sure you leave about 2 cm between each of the pastries.
Bake them at 180 degrees C for 20-25 minutes or until golden.
To make the filling, boil half of the milk with the sugar and vanilla seeds or extract.
In a separate bowl, mix the flour with the other half of milk.
Pour the milk and flour mixture over the sugar one and simmer them until the cream thickens.
Allow the cream to cool a bit, then add the butter and mix well. The cream will become really smooth and delicious.
For the glaze, mix all the ingredients together.
Once the pastries are ready, transfer them to a rack and allow them to cool. Half each of the pastries and fill them with cream and glaze with the cocoa powder mixture.