Sponsored. Mille feuille literally means "a thousand leaves" and refers to all the paper-thin layers formed by the puff pastry in this classic French dessert. Although it may look intimidating, a mille feuille is actually not difficult to make. Nine times out of ten I will use shop-bought puff pastry, but when I have a bit of time on my hands, I find making my own really rewarding! So I have included both options here for you. Rough puff pastry is very similar to puff pastry in flavour and texture, but instead of using slabs of butter when folding, grated butter is used which...