Preheat the oven to 200 C/392F. Cover the baking tray with parchment paper.
In a small bowl mix together the butter, sugar and cinnamon powder. The butter should be at room temperature.
Take the puff pastry sheet, unroll it and coat it with the mixture using a long knife.
Roll up the sheet along the long side as tighly as possible.
With a sharp knife cut the roll into 1 cm thick pieces. Place them on the parchment paper with at least 3 cm distance in between.
Mix the egg yolk with 2 tablespoons of milk and brush the pinwheels using a pastry brush (or any ordinary brush).
Bake at 200 C/392 F for about 20 minutes, untill the pinwheels look golden and crunchy
If you like your pinwheels even sweeter, sprinkle them with powdered sugar using a small strainer