Preheat the oven to 215˚C. Dampen two baking trays with a little cold water. Line a 20cm square cake tin.
Roll out the rough puff pastry to 3mm thickness or use the ready-rolled pastry sheets. Cut into two 25cm squares. Tidy any rough edges.
Place the pastry on the prepared baking trays and prick thoroughly with a fork all over. This will discourage the pastry from rising too much since you want flat, flaky sheets. Chill on the trays for 15 minutes.
Bake for about 20 minutes until dark golden brown. Carefully turn each piece of pastry over after 15 minutes to ensure it is cooked right through. Place on a wire rack to cool.
In a saucepan, mix the custard powder, icing sugar and ¼ cup milk to a smooth paste. Add the remaining milk, butter and egg and cook, stirring, until the mixture is very thick. Cover with a damp paper towel or plastic wrap pressed onto the custard surface to prevent a skin forming. Leave until cool but still pourable.
Trim the cooked pastry sheets to 20cm squares. Fit one in the base of the tin, pour over the cooled custard and top with second square of pastry. Leave to set for 20 minutes and then ice with Glace Icing or dust with icing sugar. Cut into squares with a serrated knife when set.