Preheat the oven to 200° C. Unroll the pastry and brush with beaten egg.
Mix together the cinnamon and sugar and sprinkle generously over the pastry, keeping a little bit aside for dusting. Fold the pastry in half and cut into 1 cm thick strips.
Twist the pastry strips and place onto a baking tray lined with greaseproof paper. Brush with a little more egg and sprinkle over the remaining cinnamon sugar.
Bake for 20 minutes and then turn the temperature down to 160° C and bake for a further 10 minutes. Remove from the oven and set aside to cool.