Preheat the oven to 425F
Roll out the puff pastry and cut it lengthwise into 8 strips.
Grease the molds with butter and wrap the puff pastry
around the molds.
Line a baking tray with baking paper and transfer the cones to the baking sheet.
Whisk the egg with the milk and brush it all over the puff pastry.
Bake them in the oven for about 20 minutes until golden.
Let cool completely. Remove the molds.
Place the carrots, cream cheese, dill, horseradish, and lemon zest in a food processor. Pulse until combined.
Season with Kosher salt and freshly ground pepper and pulse again.
Transfer the mixture to a piping bag and fill each puff pastry cone.
Stick a few parsley talk into the larger open end of each cone.
Arrange on a plate and serve.