Line a baking sheet with parchment paper. Cut pastry sheet into 9 long strips. I used a pizza slicer to make this easy. Brush whisked egg over strips of puff pastry. In a small bowl, combine cinnamon and sugar. Sprinkle strips with cinnamon and sugar mixture.
Slightly twist the strips. Next, you'll want to form a swirl with them. Tuck the loose end underneath the entire swirl. It should look like a twisted pinwheel. Arrange on the baking sheet with some space in between each. Bake in the oven at 425°F for 15-20 minutes. They should be a nice, golden color.
Notes
Store in an airtight container at room temperature.