How to Make It
Whisk together egg and water in a small bowl.
Whisk together sugar, cocoa, cinnamon, and instant coffee in a separate small bowl. Sprinkle 2 tablespoons of the sugar mixture onto a work surface. Roll 1 pastry sheet into a 12-inch square on prepared work surface; brush with about half of the egg mixture, and sprinkle with 2 tablespoons of the sugar mixture. Loosely roll up opposite sides of pastry sheet to meet in the middle. Sprinkle work surface with 2 tablespoons of the sugar mixture; repeat process with remaining pastry sheet, egg mixture, and sugar mixture. Wrap pastry rolls with plastic wrap, and chill until firm, about 30 minutes.
Preheat oven to 375°F. Line 2 baking sheets with parchment paper. Slice each puff pastry roll crosswise, ½-inch-thick. Place slices 2 inches apart on prepared baking sheets. Bake until golden brown, 15 to 18 minutes. Cool on baking sheets about 5 minutes; transfer to a wire rack. Serve warm or at room temperature.