Mix together vanilla instant pudding mix, vanilla, heavy cream and milk. Cover and refrigerate to set.
Place the butter and water in a heavy saucepan over medium heat and bring to a rolling boil.
Remove from heat and with a wooden spoon or spatula, quickly add the flour mixture.
Return to heat and stir constantly until the dough comes away from the sides of the pan and forms a thick smooth ball (about a minute or two).
Transfer the dough to your electric mixer and beat with a mixer on low speed a minute or two to release the steam from the dough.
Once the dough is lukewarm start adding the eggs one at a time and continue to mix until you have a smooth thick paste.
Spoon or pipe mounds of dough onto a baking sheet covered in parchment paper, spacing them a couple of inches apart.
Bake at 400 degrees for 15 minutes and then reduce the oven temperature to 350 and bake for a further 30 to 40 minutes or until the shells have browned and are dry inside.
PRICK EACH PUFF WITH A TOOTHPICK to allow steam to escape and prevent them from falling/flattening. Turn the oven off and, with the oven door slightly ajar, let the shells dry out for a further 10-15 minutes.
Remove from oven and let cool on a wire rack.
When the shells are cool, split and fill them with the pudding. Can