Preheat a small, lightly greased frying pan over medium heat.
Using an electric mixer, beat eggs and sugar until frothy. Add butter, milk and vanilla, mix well.
Stir in pancake mix. Pour 1/4 cup batter in the center of the pan and rotate to evenly coat the pan.
Cook until the bottom is golden brown. Flip over, cook the other side.
Remove from pan, cover with paper towel to protect hands. Immediately form into a cone, squeezing the bottom tip to seal.
Repeat with remaining batter. Place cones on the cooling rack and cool completely.