Preheat the oven to 350 degrees Fahrenheit. Roll out the sheet of puff pastry dough to 1/8th of an inch thick. Brush the top of the dough with the butter. In a small bowl, mix the sugar and cinnamon. Sprinkle the cinnamon on top of the dough to completely cover. Roll both sides to in each other like a scroll. Cut into ¼ inch thick cookies and place on a baking sheet, spaced apart. Brush the top of the cookies with a beaten egg. Bake for 12 minutes until golden brown.