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Step 1
Thaw 2 sheets puff pastry according to package directions—they should malleable but still cold. Line a baking sheet with parchment paper and preheat the oven to 400°F.
Step 2
Lightly coat your countertop with flour to avoid sticking, then unfold 1 sheet puff pastry and lay it on the floured surface. Using a pastry brush, coat the dough with a thin layer of the beaten egg all over. Evenly sprinkle a mixture of 1 teaspoon cinnamon and 3 tablespoons packed brown sugar on top.
Step 3
Gently roll up the puff pastry as tightly as possible, starting on a long side of the dough. Take your time. When fully rolled, tightly close the seam by pinching and pressing with your fingers. Cut the roll crosswise into 8 same-size pieces. Lay each cut-side up on half of your lined baking sheet, making sure to space them evenly apart.
Step 4
Repeat the same filling, rolling, and slicing the second sheet of pastry. Brush each individual cinnamon roll with the remaining egg wash evenly.
Step 5
Bake until the rolls are golden brown and puffed up, about 20 to 25 minutes, being careful not to burn the brown sugar mixture. Transfer to a wire rack and allow them to cool completely before glazing.
Step 6
Mix powdered sugar, milk, and vanilla extract together thoroughly until smooth. Drizzle over the cooled cinnamon rolls evenly.