Preheat: Preheat the oven to 180 °C.
Make the egg wash: Mix the egg yolk with a splash of milk in a bowl.
Prepare the puff pastry: Roll out the puff pastry and brush it completely with the egg wash.
Make the sugar-cinnamon mix: Mix the fine sugar with the cinnamon powder in a bowl.
Add sugar-cinnamon: Generously sprinkle the sugar-cinnamon mix over both sides of the puff pastry.
Roll the dough: Roll the dough from both sides towards the center, so you have two rolls that meet in the middle. Press the dough firmly to avoid air bubbles.
Cutting: Cut the roll into slices about 1 cm thick.
Place cookies: Lay the slices flat on a baking sheet lined with parchment paper. Make sure to leave enough space between the cookies, as they will rise during baking.
Baking: Bake the cookies for 15 minutes in the preheated oven, until they are nicely golden brown and caramelized.
Cooling: Let the cookies cool completely on a wire rack. They will become crispy as they cool.
Tips
Add a pinch of nutmeg or cardamom to the sugar cinnamon mix for an extra warm taste. Make sure that the puff pastry is well cold before you start, so that it is easy to edit. Use a sharp knife to neatly cut the dough into slices.