Step 1: Prepare the Filling. In a medium bowl, whisk together the vanilla pudding mix, milk, and heavy cream until smooth and thickened, about 2 minutes. Refrigerate while you prepare the pastry.

Step 2: Prep the Puff Pastry. Preheat the oven to 400°F. Line a baking sheet with parchment paper. Lightly flour your work surface and unfold the thawed puff pastry. Roll it into approximately a 10 x 12-inch rectangle.

Step 3: Fill the Pastry. Spread the vanilla filling evenly over one half of the pastry, leaving about a ½-inch border around the edges. Sprinkle the mini chocolate chips evenly over the filling. Fold the empty half of the pastry over the filling to create a rectangle. Gently press around the edges to seal.

Step 4: Cut and Twist. Using a pizza cutter or sharp knife, cut the pastry into 6 equal strips. Carefully twist each strip 2 to 3 times, allowing a little of the filling to peek through the twists. Transfer the twists to the prepared baking sheet, spacing them about 2 inches apart.

Step 5: Bake. Whisk together the egg and water to make an egg wash. Brush each pastry lightly with the egg wash. Bake for 15 to 18 minutes, or until the pastries are puffed and deep golden brown. Allow them to cool completely before icing.

Step 6: Decorate. Whisk together the powdered sugar and milk until smooth. Divide the icing between two small bowls. Tint one bowl bright pink and the other purple with gel food coloring. Transfer each color to a piping bag or zip-top bag with a small corner snipped off. Drizzle both colors over the cooled pastries to create the iconic Cheshire Cat stripes. Serve immediately or store in an airtight container.