Sift flour into a bowl and rub in cold butter by crumbling the mixture with your fingers, until it resembles coarse breadcrumbs. Add caster sugar, beaten egg and cinnamon; knead until it becomes a smooth dough. Wrap in cling film and place in the fridge for 1-2 hours.
Preheat oven to 180 C / Gas 4. Lightly grease or line 2 baking trays with non-stick baking paper.
Dust a worktop and a rolling pin with flour and thinly roll out the dough. Cut out triangles and place them on the prepared baking tray. Bake for 12-15 minutes, until golden.
Warm up a jam of your choice; spread on half of the triangles. Top with the other triangles.
Dip one corner (or all 3) of the sandwiched biscuit into melted chocolate. Place on a sheet of greaseproof paper and allow chocolate to set.
Store in a tin or container with a tight fitting lid.