1. Drain the peach compote, reserving the syrup. Slice the peaches from the compote.
2. In a saucepan, add the milk, cornflour, sugar, eggs, and cognac. Mix well and place it on the heat. Boil, stirring constantly until the cream thickens.
3. Break some puff pastry squares into a glass or serving dish, then layer with the cream and the sliced peaches. Finish with more puff pastry squares and, if you like, sprinkle with icing sugar.