In a bowl, mix flour and salt, then cut in cold butter and shortening until mixture looks crumbly like coarse sand. The texture should still have small butter pieces visible.
Slowly add cold water and mix until dough just comes together. Do not overwork it or the pastry will become tough.
Wrap dough and refrigerate for at least 2 hours or overnight until firm and easy to roll. It should feel chilled but pliable.
Roll dough thin (about 1/8 inch) on a lightly floured surface, then cut into long strips for wrapping molds. The dough should feel smooth and elastic.
Wrap strips around lightly greased cream horn molds, slightly overlapping edges so they seal during baking.
Bake at 375°F (190°C) for 12–15 minutes or until lightly golden but not browned. The shells should feel crisp and dry.
Remove from oven and let cool for 2–3 minutes, then gently slide shells off molds while still warm to prevent cracking.
For filling, beat butter, shortening, powdered sugar, vanilla, and milk until light, fluffy, and smooth (about 10–15 minutes).
Transfer filling to a piping bag and fill cooled pastry shells from both ends until full and creamy.
Dust with powdered sugar before serving for a classic bakery-style finish.