Preheat the oven to 180 degrees.
Roll out each sheet of puff pastry to a thickness of 3 mm on a floured work surface. Cut each sheet into four pieces and place them on baking paper on a baking tray.
Whisk the egg yolks with 1 tbsp water and brush the puff pastry squares. Sift the icing sugar and dust each square with a fine, thin layer of icing sugar. Prick holes in the pastry pieces with a fork, cover with baking paper and place a baking tray on top. Bake in the oven for approx. 20 minutes. Then remove the top baking tray and the baking paper and bake for a further 8–10 minutes, until they are golden and cooked through.
Take them out and leave them to cool on a wire rack.
Scrape the seeds out of the vanilla pod and keep the pod itself for another use. Whip the cream and vanilla seeds together until thick and stiff. Sift the icing sugar into the whipped cream and add the orange zest and Cointreau. Fold everything together thoroughly and season to taste. Transfer the Chantilly cream to a piping bag.
Take the small squares of puff pastry and cut them in half so that you have about 3–4 pieces per person. Start with a base and use a piping bag to pipe small dots of cream onto the base until it is covered. Arrange the raspberries on top and repeat with the next base or top layer. There can be 2–3 layers of cream and raspberries. Place each mille-feuille on a plate, dust with a little icing sugar and finish with finely chopped pistachios.
