Grease 8 cream horn moulds with butter and line a baking sheet with nonstick baking paper. Roll out the pastry on a floured surface to about 40 x 12 cm (16 x 5 inches) and cut into 8 long strips, then wind 1 strip around a mould, starting at the thin end and overlapping slightly, leaving a gap at the wide end. Place on the prepared baking sheet, cover and chill. Repeat with the remaining pastry strips.
Brush the pastry with beaten egg and sprinkle over the granulated sugar. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 12 minutes, or until puffed and golden. Transfer to a wire rack to cool.
Meanwhile, reserve 8 of the cherries, then roughly chop the remainder. Whip the cream and vanilla sugar in a bowl with a hand-held electric whisk until fairly thick but not dry, then fold in the chopped cherries.
Carefully twist the moulds from the cooled pastry, then place 1 reserved cherry in the bottom of each cone. Spoon in the cherry cream and serve immediately.