Preheat the oven to 400 °F. Line a baking sheet with parchment paper.
Mix the granulated sugar, ground cinnamon, and salt in a small bowl.
¼ cup granulated sugar, 1 tsp ground cinnamon, ¼ tsp salt
Roll out the sheet of rough puff pastry onto a lightly floured surface into a rectangle about 12x16 inches.
1 sheet store-bought rough puff pastry
Sprinkle the cinnamon-sugar mixture evenly over the pastry sheet.
Starting from the long edge closest to you, roll up the pastry tightly into a log. Chill the log for 30 minutes in the fridge.
Brush the beaten egg over the outside of the log to seal it and help it stick together.
1 egg
Cut the log into slices about 1/2 inch thick.
Place the slices cut-side down onto baking sheets lined with parchment paper, leaving about 2 inches between each one.
Bake for 12-15 minutes or until the palmiers are golden brown and puffed up.
Allow the palmiers to cool on the baking sheet for a few minutes, then transfer them to a wire rack to cool completely.