Using a rolling pin, roll the dough out to about a 24-inch rectangle. Fold one end of the dough into the center, then the other end, so that it resembles a letter, and forms a square. Place the dough in the refrigerator and allow the dough to rest for 25 minutes. Roll out the dough a second time, forming a rectangle. Repeat the folding process from above two more times, making sure the dough rests between turns.
Egg wash the dough.
Sprinkle the sugar and cinnamon over the egg wash. Starting at the bottom, roll the dough up lengthwise, forming a jelly-roll. Cut the pastry into 1-inch slices. Place the slices, cinnamon and sugar side on a parchment lined baking sheet and let rise for 30 to 40 minutes. Preheat the oven to 400 degrees F. Brush the tops of each pastry with the egg wash and bake for 10 minutes.