Turn your oven on 350F. You will need metal horns molds, which could be found in kitchen stores or on amazon.
Unfold thawed puff pastry and roll it out gently. Cut into equal strips.
Take a strip and roll onto the horn mold, push down and overlap as you go Place rolled horn molds onto a baking sheet.
Place rolled horn molds on a baking sheet. Place with the flap side down so it doesn't puff up too much. Bake until golden brown, about 15 minutes.
Beat softened cream cheese and 3/4 cup of powder sugar (icing sugar) until well blended and cream cheese is smooth.
At low speed, add in the cool whip (or whipping cream) until it becomes stiff (about 2 minutes).
Fill a frosting bag or a ziploc bag with the frosting and fill in the puff pastry horns. You can also use a decorating tip.
Dust with powdered sugar and enjoy!