Let the dough package thaw. For the vanilla sauce, bring milk to the boil, except for 2 tablespoons, sugar, vanilla sugar and 1 pinch of salt while stirring. Whisk the starch, 2 tbsp. milk and 1 egg yolk. Remove the pot from the stove. Stir in the starch and let it simmer for about 1 minute on the switched off stove while stirring - the sauce should not boil any more.
Whip cream until stiff and fold in. Let it cool down.
Carefully peel off 12 sheets of dough individually. Refreeze the rest of the dough package. Whisk 1 egg yolk. Spread the edges of the dough with egg yolk. Place 1 tsp. plum jam in the middle of each sheet. Then fold one corner over the filling to form triangles.
Press the edges together.
Heat the oil in a wide pot to approx. 180°C. (Measure the temperature with a roast thermometer or hold a long wooden skewer inside - if bubbles rise on it, the correct temperature has been reached). Fry 3-4 Wan Tans in each pot for 3-4 minutes.
Turn it over once in a while. Lift out and let it drip off on kitchen paper. Arrange the Wan Tans hot or warm with the vanilla cream sauce. Dust with icing sugar.