Preheat the oven to 425. Grease a large baking sheet. Mix the sugar with the cinnamon in a small bowl.
Roll out the pastry on a lightly floured surface to a 8 inch square and sprinkle with half the sugar mixture. Roll out the pastry to a 10 inch square so that the sugar is pressed into it.
Brush with the beaten egg and then sprinkle with the remaining sugar mixture. Loosely roll up the pastry into a log, brushing the end of the pastry with a little more egg to secure the edge in place.
Using a sharp knife, cut the log into thin slices and transfer them to the prepared baking sheet. Bake for 10 minutes, until golden and crisp. Sprinkle with more sugar and transfer to a wire rack to cool.