to keep the frozen sheets of puff pastry from rising in the oven, and to get that nice thick layer of puff pastry you had at the bakery.
place the sheet of puff pastry between stacked together sheet pans (put a sheet of parchment paper under and over puff dough first to prevent the pastry from sticking to pans) Bake in a very hot oven 425 -450 check afer 10 minutes. bake till goldern brown.
Millefuette is puff pastry dough it mean million layers loosely translated so a millefuette is any pastry made with puff pastry...you can use a fruit or choc mousse or a version of a bavarian cream (custard with gelatin)which is what I suspect you had. Although some cheaper bakeries use a vegtable shortening or mixed with custard or they use butter cream made with butter shortening powdered sugar and vanilla.
the traditional Napoleon is made with a fondant poured over the top layer and a Pasty cream between three or more layers of puff pastry. the fondant in striped with melted choc. and before it sets a knife is pulled thru from end to end. giving the tradiional pattern.
Some pastry chefs have argued that the traditional way to prepare Napoleon is to sprinkle the top layer with congectioners sugar and then using a wire that has been heated to white hot branding stripes across the sugar.
For ease in cutting into slices saw thru slightly frozen pieces using a very long serrated knife. then finish with powdered sugar.