Remove the pastry from the fridge 20 mins before using and pre-heat the oven to 210 degrees.
Roll out the pastry into a rectangle approx 1/4 inch thick.
In a bowl combine the sugar, cocoa, cinnamon, vanilla and 1 tsp icing sugar. Mix well. Add the beaten egg and mix in well. The mixture will be very sloppy.
Pour enough of the mixture onto the pastry. Use a pastry brush to cover it all, don' worry if some of the mixture runs away a little.
Generously dust over with icing sugar.
Roll up lengthways and cut into rounds approx 1/2 cm thick.
Place the rounds onto a greased baking sheet, allow for space between each swirl to spread a little. Bake in the oven for approx 12 mins or until the pastry is cooked and browned. Depending on the size of your baking sheet you may need to cook another batch.
Once cooked, remove from the allow and carefully remove each swirl to cool on a wire rack.
Once cooled, make up a little icing sugar mixed with cocoa and cinnamon and drizzle over the swirls. Finish off with a dusting of icing sugar.