In a medium skillet over medium heat, sauté finely chopped bacon for about 2 minutes, stirring occasionally, until crispy. Remove and drain on paper towel.

In a pot over low heat, melt butter, whisk in flour until smooth, then gradually add milk, whisking until thick, about 3-5 minutes. Stir in mustard, bacon, chives, gouda, and season with salt and pepper.

Roll out puff pastry to 1/8 inch thick, cut into strips, brush with melted butter, wrap around foil-covered cones to form shapes.

Preheat oven to 180°C (356°F). Place wrapped cones in baking dish, brush with egg wash, bake for 20 minutes or until golden.

Once baked, cool for a few minutes, remove cones, fill with cheese and bacon mixture, top with curly lettuce, and serve warm.