Once the crème pâtissière has cooled, in a bowl whisk 300ml (10fl oz) of double cream with the icing sugar and vanilla to soft peak stage (this is a Chantilly cream). Gently mix the crème pâtissière into the Chantilly cream until smooth, light and fluffy to make your Crème Diplomat filling.
If you want to do a quicker version of these, you can simply fill the chouxnuts with Chantilly cream. They will be lovely and fresh, but the Crème Diplomat is a delicious custardy filling that is very special indeed.