Finely chop the bacon and sauté in a skillet over medium heat for 2-3 minutes until crispy. Remove and let cool.

Melt butter in the skillet, whisk in flour until smooth. Gradually add milk, whisking constantly, and cook until thickened. Fold in bacon, cheese, chives, mustard, salt, and pepper. Let cool.

Roll out puff pastry into a rectangle, cut into 2 cm wide strips, and brush with melted butter.

Wrap pastry strips around the foil-wrapped cones spirally and seal edges with water.

Preheat oven to 180°C. Arrange cones upright in a baking dish, brush with egg wash, and bake for 20 minutes until golden brown.

Let cool slightly, then fill each cone with the cheese and bacon mixture and garnish with curly lettuce before serving warm.