Preheat the oven to 400 degrees F (200 degrees C).

Unfold puff pastry sheet and use a pizza cutter to slice pastry into 6 even strips. Wrap each strip around a conical cream horn mold starting at the pointed end. Place rolled molds on a baking sheet with the end of the dough strip facing down.

Bake in the preheated oven until golden brown, about 12 minutes.

Remove horns from oven and allow to cool to room temperature, about 20 minutes, before carefully removing molds.

Beat cream cheese and sugar together in a bowl using an electric mixer on medium speed for about 1 minute. Add lemon juice and vanilla extract and beat until blended. Fold in whipped topping until filling is smooth and fluffy.

Fill a pastry bag with cream filling and pipe filling evenly into each horn. Dust horns with confectioners' sugar. Refrigerate 30 minutes before serving.