Preheat the oven to 400°F (200°C), convection setting.

Wrap oven-safe pastry molds or cannelloni tubes with parchment paper. Gently separate the kataifi strands and lay them on a clean work surface. Cut into manageable strips. Working one strip at a time, brush with melted butter, then roll it tightly around the parchment-wrapped mold. Press gently to secure and brush the outside with more butter. Arrange the rolls on a parchment-lined baking sheet. Repeat with remaining pastry.

Bake for 25 minutes, or until deep golden brown. Let cool completely before carefully removing the kataifi from the molds. Hold each roll in one hand while gently pulling out the parchment with the other.

To make the filling, combine the cream cheese, heavy cream, pudding mix, sugar, and vanilla in the bowl of a stand mixer fitted with the whisk attachment. Beat until stiff peaks form. Transfer to a piping bag fitted with a star tip.

Pipe the cream cheese filling into each kataifi roll and arrange on a tray. Freeze for 20 minutes to firm up. Just before serving, sprinkle generously with crushed pistachios and dust with powdered sugar. Keep refrigerated until ready to serve.