To make the pastry layers, mix together the egg, water, baking soda and salt.
Blend cold butter cubes with flour. Add egg mixture and mix until well combined. Divide the dough into 5 equal pieces. Wrap each ball in a plastic wrap and refrigerate for 30-60 minutes.
Preheat the oven to 400°F (200°C).
Roll each dough ball into 10-inch circle on slightly floured surface. Transfer it onto a baking sheet and pierce it with a fork everywhere. Bake each layer for 10-12 minutes, or until golden brown.
To make the filling, mix flour and milk and whisk until well combined. Bring it to boil on medium heat, stirring frequently. Once the milk mixture is thick, let it to cool completely.
Beat softened butter and sugar until sugar is mostly melted. Add vanilla extract. Add cooled milk mixture and beat everything on high speed until well combined.
To assemble the cake, once every layer is baked and cooled, trim each layer, using a 9-inch round plate. Save the leftover crust edges.
Spread the filling between each layer and stack them up on top of each other. Then frost the entire cake with the remaining filling.
Crush the saved crust edges into crumbs, using rolling pin or blender. Sprinkle the crust crumbs all over the cake.
Notes
For step-by-step photos and additional notes, read the post above.