It's possible that the pastry will get soggy if the filling is added too early. To avoid this, fill the pastry just before serving. The vol-au-vent is at its best when the filling is hot and the pastry crunches and melts away when you bite it. You can bake the pastry and set it aside before you make the filling, but the pastry will be cold when you are ready to fill it. I recommend baking the pastry towards the end of the process, maybe when you add the cream to the filling. Either way, it will be delicious, but once you get the crunch, you'll know what I mean. Just don't fill the pastry too early and let them sit.