Preheat the oven to 200 °C/392 °F. 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 spatula or 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 (0.4 inch) thick pinwheels. Place them on the parchment paper spacing them at least 3 cm apart.
Mix the egg yolk with a tablespoon of milk and brush the pinwheels using a pastry brush.
Bake at 200 °C/392 °F for about 12-15 minutes until the pinwheels look golden and crunchy.
Let them cool for at least 10 minutes, then sprinkle them with powdered sugar.
Serve with coffee, tea, wine, ice cream or hot chocolate and enjoy!