Place puff pastry slices next to each other and defrost at room temperature. In the meantime, mix 6 tablespoons of milk, 40 g sugar and pudding powder. Bring 440 ml milk to the boil, remove from the heat and stir in the pudding powder.
Bring the pudding to the boil while stirring and let it boil for 1 minute. Place foil directly on the surface. Put the pudding aside. Roll out the puff pastry slices on a floured work surface to form one rectangle (30 x 15 cm) each and halve them crosswise to form 12 squares (15 x 15 cm).
For half of the squares, fold the corners towards the middle. Cut the rest of the squares in the corners and overlay each 2 sides to create "windmills". Mix egg yolk and cream.
Spread the puff pastry with it. Spread the pudding in the middle of the puff pastry particles. Put the puff pastry on 2 baking trays lined with baking paper. Bake the trays one after the other in a preheated oven (electric cooker: 200 °C/ convection oven: not suitable/ gas: level 3) for 10-12 minutes until golden brown.
In the meantime drain the cherries and collect the cherry juice. Mix cake glaze powder and 30 g sugar in a pot. Gradually add 125 ml cherry juice and cold water to each. Bring to the boil while stirring, remove from the stove.
Cover Copenhagen with cherries and sprinkle with cake glaze. Allow to set for 30 minutes.