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Preheat oven to 375 degrees F.
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Line a large baking sheet with parchment paper.
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On a lightly floured surface, slightly roll out one thawed puff pastry sheet.
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Cut sheet into 6 rectangles.
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Transfer the rectangles to the prepared baking sheet.
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In a small bowl, mix together the egg and milk until fully combined.
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Using a pastry brush, lightly brush the puff pastry rectangles with the egg mixture.
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Sprinkle cinnamon sugar over each rectangle.
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Bake puff pastry for 15-20 minutes or until puffed and golden brown.
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Remove from oven and place on a cooling rack to cool.