The horn shape is made by winding overlapping pastry strips around a conical mould. After baking, a spoonful of jam or fruit is added and the pastry is then filled with whipped cream. The pastry can also be moistened and sprinkled with sugar before baking for a sweeter, crisp finish.
Creams horns are called cannoncini in Italy, kornedákia (Greek: κορνεδάκια) in Greece and Schaumrollen in Austria. In Pittsburgh, Pennsylvania, cream horns are called Lady Locks or clothespin cookies.