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1
Combine the sugar and water in a small heavy saucepan. Bring to the boil over medium heat, stirring only until the sugar dissolves, then stop stirring and cook to thread stage (the syrup spins a fine thread when a little is lifted on a spoon). Remove from the heat.
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2
Beat the egg yolks in a heatproof bowl until smooth. Pour the hot syrup onto the yolks in a slow, steady stream, stirring continuously throughout — this is where the dish lives or dies: too fast or too hot and the yolks scramble; too slow a pour and the syrup cools before it cooks them. The mixture should thicken to a silky, very softly set cream with no trace of granularity.
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3
Return the mixture to the saucepan if necessary and stir over very low heat until the cream coats the back of a spoon and holds a clean line when a finger is drawn through it. Remove from the heat and allow to cool completely at room temperature — the surface should be firm to the touch and the cream no longer warm before piping.
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4
Cut the wafer sheets into pieces sized to fit the chosen moulds — boat, shell, fish, or barrel. Moisten each piece very lightly with a damp finger to render it pliable, then press immediately into the mould. The wafer is ready to shape when it bends without cracking and holds the form of the mould.
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5
Pipe the cooled filling into one wafer shell to just below the rim. Press a second moistened wafer piece over the top and seal the edges with a damp finger — the humidity fuses the two wafer layers. The seal is complete when the join feels smooth and uniform and shows no gaps.
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6
Allow the filled pieces to rest at cool room temperature until the wafer exterior is just set and carries a characteristic slight softness. Store at cool room temperature — not refrigerated.