Melt the butter in a small saucepan and let cool down a little. Mix the sugar and cinnamon in a small bowl. Unroll the puff pastry and brush with the melted butter. Put 1 tablespoon of the cinnamon mixture aside and distribute the rest on the puff pastry, then roll up.
Cut the rolling pin into approx. 25 pieces and place on a baking sheet lined with baking paper. Whisk the egg and use a brush to brush the snails with it.
Finally, spread the rest of the cinnamon on top and bake the whole thing at 200 ° C for about 12 minutes. Let cool well before serving.