For the puff pastry, sift the flour and salt into a bowl. Add the butter and use your fingertips to break up the bits of butter so they form flakes throughout the flour. Add 125ml/4fl oz ice-cold water and mix using a spatula until the dough comes together. Briefly knead then cover and chill in the freezer for 15 minutes.
Lightly dust a work surface with flour and roll out the dough into a rectangle about 4mm thick. With a short side nearest, fold down the top third into the middle, then fold the bottom third up over. Turn the pastry by 90 degrees (a quarter turn). Roll out into a rectangle again and repeat the folding process. Wrap in cling film and chill in the freezer for 10 minutes.
Roll out the chilled pastry again and repeat the folding process. Give it another quarter turn and roll and fold as before. Chill in the freezer for another 15 minutes.
Preheat the oven to 220C/200C Fan/Gas 7.
On a lightly floured work surface roll the dough out to about 3mm thick. Cut out 12 long strips, about 2cm/¾in wide and 30cm/12in long. Wrap the moulds in the strips of pastry starting at the tip (do not cover the tip as the pastry will expand as it cooks) and working upwards, half overlapping. Place the horns seam-side down on a baking tray lined with a silicone mat. Place the tray in the freezer for 5 minutes.
Brush the chilled horns with beaten egg and sprinkle with demerara sugar. Bake for 10-12 minutes, until the pastry is crisp and golden-brown. Leave to cool for a few minutes before removing the moulds and placing the horns on a wire rack to cool completely.
For the cream filling, put the mascarpone in a bowl and beat it using a wooden spoon until softened. Sift in the icing sugar, mix through thoroughly.
In a separate bowl whip the cream until soft peaks form when the whisk is removed. Fold the whipped cream into the mascarpone using a metal spoon. Gently stir in the cooled coffee mixture. Spoon the mixture into a piping bag fitted with a star nozzle.
For the topping, melt the chocolate in the microwave or in a heatproof bowl set over a pan of gently simmering water. Place the chopped nuts in a bowl.
Once the pastry horns have cooled, brush the inside of each one with melted chocolate and tip upside down to drain out any excess. Dip the tops of the horns into the chocolate and then dip in the nuts. Chill until the chocolate is set.
Fill the horns with the cream mixture and dust with icing sugar. Serve immediately.