Preheat oven to 400°F (200°C). Roll out gluten-free puff pastry and cut into evenly sized rectangles. Prick with a fork and place on a parchment-lined baking sheet.
- Place another sheet of parchment and a second baking tray on top to weigh it down. Bake for 15–20 minutes or until golden and crisp. Let cool completely.
- In a skillet, melt butter over medium heat. Add sliced apples, brown sugar, and cinnamon. Cook until tender and caramelized, about 8–10 minutes. Let cool.
- In a saucepan, whisk together milk, sugar, cornstarch, salt, and egg yolks. Cook over medium heat, stirring constantly, until thickened (about 5–7 minutes).
- Remove from heat and stir in vanilla extract. Let pastry cream cool completely, covering surface with plastic wrap to prevent skin from forming.
- To assemble, place one puff pastry rectangle on a serving plate. Spread with a layer of pastry cream and top with caramelized apples.
- Repeat layers two more times, ending with a pastry layer on top.
- Refrigerate assembled mille feuille for at least 1 hour to set.
- Before serving, dust with powdered sugar or drizzle with glaze if desired. Slice with a serrated knife and serve chilled.