Preheat an oven to 400F.
Stir together the sugar, cinnamon, and melted butter until it forms a paste.
Roll the pastry dough into a large rectangle, about 15-inches by 12-inches. Using a pastry brush or spoon, spread the cinnamon sugar paste in a thin, even layer over the dough. Starting at the long ends of the rectangle, loosely roll each side inward until they meet in the middle. To hold difficult pastry together, brush it with the egg, if needed.
Slice the pastry crosswise into 1/4-inch palmiers – they’ll look like little scrolls - and arrange them on a parchment-lined baking sheet. Bake them for 12-15 minutes, until they puff and turn golden brown. Remove them from the baking sheet and serve warm or at room temperature.