This can be a hard one to get right.
There are three important phases of baking these:
- An brief initial high heat phase
- A longer lower heat phase
- A brief slow cooling phase
For the initial phase I go with 400℉ for 15 minutes. The high heat provides a rapid rise with a hollow center.
For the second phase I reduce the heat to 350℉ for 30-40 minutes. This phase allows the shells to firm up and dries out the center. At this point you should cut one of them in half and see how moist the center is. It's important that the center of the dough be as dry as possible here, having an undercooked center is what causes the dough to deflate. A little bit of moisture is ok.
For the final phase, turn the oven off and let them cool with the door ajar for 10-15 minutes. With the door fully open the rapid cooling can also trigger deflation.
No, this is not puff pastry at all. It is a rich yeast dough, similar to the dough for an unsweetened brioche. The dough has a low hydration (around 50% or maybe 55%), so it can be rolled out into a sheet, similar to a pizza base, without being sticky. In Europe, these are made with AP flour, not bread flour, they are supposed to be soft and not chewy. If you are looking for a recipe, search for brioche recipes with a low amount of sugar which are intended for kneading by hand instead of a mixer.
From the rolled dough, you have to cut a stripe, maybe 1 cm wide. You also need molds for baking. They look like a long cone, maybe 8-10 cm in height and 2-3 cm in base diameter. (You can roll your own from tin halfcircles, if you have the tools to cut a tin sheet into halfcircles). You wind the strip of dough around the cone and bake it with the cone still inside. Afterwards, you have to remove the cone with care, and so you have the hole where you can put the sausage.
I haven't made or seen the variation with eyes. Obviously, you have to add the pips before baking. I am not sure how the white/dark blob is achieved. It looks like something was piped on before baking, maybe normal and colored eggwhite "snow".
The shiny effect of the crust of this picture seems to be due to baking with steam in a commercial oven. You can't replicate it at home, if you want them to be shiny, you may consider using a glaze or wash.
Best Answer
You can freeze them after baking and then refresh them by letting them defrost all the way and then re-baking them for a few minutes. This gets back some of the crispiness but it won't be as good as freshly baked.