Preheat the oven to 190C or 375F and line a baking sheet with parchment paper.
In a saucepan, combine the milk, water, butter, salt, sugar, and vanilla. Heat over medium heat until it boils. Remove from the heat and add the flour all at once. Mix with a rubber spatula until no dry ingredients are left.
Bring back to the heat and cook the dough for 2-3 minutes, mixing continuously with the rubber spatula until a whiteish film forms on the bottom of the pan and the dough forms a ball with a homogenous consistency. Remove from the heat.
Place the dough into a stand mixer fitted with a paddle attachment (you can also use a bowl and a wooden spoon). Beat the dough on low for a minute or until it’s not quite hot to the touch but still very warm (the ideal temperature should be 110-140F or 43-60C ).
When ready, start adding egg a little at a time and beat on medium until incorporated. Then, add more egg. Repeat until all the egg has been incorporated. Scrape the sides and the bottom of the bowl and beat for the last time for just a few seconds to mix. The dough should be smooth. When you lift the paddle, it should slowly fall from it, leaving a V-shape tail. It should be firm enough to hold a shape when piped out but also moist. If this texture is achieved before all the egg has been incorporated, stop adding them. If the texture isn’t there yet after you’ve added all the egg, you need to add ¼ - 1 extra egg.
Transfer the dough into a piping bag fitted with a round nozzle (such as Wilton 2A). Keep the piping nozzle facing straight down toward the piping surface (0.5” or 1 cm away from it) and pipe 30 even 1 ½" or 4cm rounds. Apply an even pressure, letting the rounds expand a little bit up and sideways. Leave 1" in between them. Work in batches if needed. The dough can wait in the piping bag while the first batch is in the oven. Dampen your finger with water and press down all the pointy tails on top of each round.
Bake for about 30 minutes or until they’ve puffed up and turned golden brown on the top and sides.
Remove from the oven and let cool down on the baking sheet for 10 minutes, then place on a cooling rack to cool down completely. Pipe the second batch (if you have one) and bake.