Recipe from The Settlement Cookbook compiled by Mrs Simon Kandler published by The Settlement Cookbook Company (I have the 24th edition 1941)

Cut a Puff or Rich Pastry, rolled into a thin sheet, into strips about 3/4 of an inch wide. Wind this around cone-shaped wooden forms or lady lock sticks, having edges overlap. Place on baking sheet, and bake in a moderate oven. Remove the pastry from the sticks, and fill the hollow centers with heavy cream, sweetened and flavored before whipping.

[This is all the information given in the recipe. The book is not for beginners! Also, I have no idea what a lady lock stick is.]

Best of luck - David and Linda