1. Preheat oven to 425 degrees and lightly spray a baking or cookie sheet.
2. In a small bowl mix together the sugar and cinnamon.
3. On a lightly floured surface, smooth out the pastry and roll out with a rolling pin to an 8 inch square.
4. Take half the sugar-cinnamon mixture and sprinkle evenly over pastry, then take your rolling pin and roll out the pastry to about 10 inches, rolling right over the sugar-cinnamon (that presses it into the pastry).
5. Beat the egg with a fork until frothy and light yellow, then using a pastry brush, brush egg evenly over the pastry surface.
6. Roll the pastry up into a log shape. Use the pastry brush and brush the edge of the log, then press gently to 'seal' the edge to the log.
7. Cut the log up into thin discs. This will take a very sharp knife. Put each little disc or pinwheel onto prepared cookie sheet.
8. Bake in preheated oven for 8 to 10 minutes or until light golden brown.
9. Remove from oven and sprinkle with sugar if you like. Then put on cooling rack.
These are pretty nice little treats for a Christmas morning. They give you all the pleasure of a cinnamon roll, but they're tiny, so less filling. You won't be overindulging quite so much, even if you enjoy several pinwheels with your coffee.