No, really easy actually, especially if you don't mind them being a little irregularly shaped. Much easier than regular pastry. Good for letting kidlets help--my mom taught me to do them when I was a wee thing, and I wore out my arm beating in the eggs. If my recipe seems confusing, follow Betty Crocker or similar source instead.

Also the shells can be filled with anything else, if you don't want to muck about with the puddingy filling. Fruit, whipped cream, pudding-from-a-box, even savory stuff for nondessert purposes.