On a floured surface, roll pieces of cookie dough into ⅜-inch-thick cords and cut into 6-inch lengths (do not substitute slice-and-bake dough in this recipe). Shape into twists, then place on baking sheets.
Brush with egg wash and sprinkle with sugar.
Bake at 350°F on parchment-lined baking sheets until just beginning to brown, 15 to 18 minutes.
Cool slightly on baking sheets, then transfer to wire racks to cool completely.