Combine sugar and cinnamon in a small bowl. Sprinkle 1/4 cup sugar mixture over a 12-inch square on a work surface. Unfold 1 pastry sheet on top of sugar, and roll sheet into a 12- x 9-inch rectangle. Spread 1/3 cup marmalade over dough, leaving a 1/2-inch border around edges. Starting with 1 long side, roll up pastry, jelly-roll fashion, to center of pastry sheet. Roll opposite side to center. (The shape will resemble a scroll.) Wrap in plastic wrap, and freeze 20 minutes. Repeat procedure with 1/4 cup of the sugar mixture and remaining pastry sheet and 1/3 cup marmalade.
Preheat oven to 375°F. Remove 1 pastry roll from freezer, and cut into 1/2-inch-thick slices; place 2 inches apart on a parchment paper-lined baking sheet. Sprinkle each slice with a small amount of the remaining sugar mixture.
Bake in preheated oven until light golden brown on the bottom, 14 to 16 minutes. Remove from oven, and carefully turn each cookie over. Return to oven, and bake until crisp and golden brown, 8 to 10 more minutes. Transfer cookies to a wire rack, and cool completely, about 30 minutes. Repeat procedure with the remaining pastry roll.
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