Step 1

Thaw 2 sheets puff pastry according to package directions if needed. Arrange a rack in the middle of the oven and heat the oven to 400°F. Line a baking sheet with parchment paper.

Step 2

Beat 1 large egg to break it up. Lightly flour a work surface, and unfold 1 sheet puff pastry on it. Brush the pastry with a thin layer of the egg. Sprinkle with 3 tablespoons packed light or dark brown sugar and 1 teaspoon ground cinnamon.

Step 3

Starting at a long side, tightly roll up the puff pastry. Use your fingers to tightly press and seal the seam. Cut crosswise into 8 pieces. Place on one half of the baking sheet cut-side up, spacing them evenly apart. Repeat filling, rolling, and cutting the second sheet of puff pastry. Brush all the cinnamon rolls with the remaining egg wash.

Step 4

Bake until puffed and lightly browned, 20 to 25 minutes. Transfer to a wire rack and cool completely.

Step 5

Place 1/4 cup powdered sugar, 1 to 2 teaspoons milk, and 1/2 teaspoon vanilla extract in a small bowl and whisk until smooth. Drizzle over the cooled cinnamon rolls.