Preheat oven to 200°C. Line an oven tray with baking paper.
In a small bowl, combine softened butter and cinnamon sugar. Unroll pastry onto bench and spread with butter then fold in half to sandwich the filling in.
Cut in half horizontally, then cut each square into 4 strips. Holding the centre of one strip, lay it onto prepared tray and twist the ends over each other 3-4 times.
Bake on lined tray for 15-20 minutes, until puffed and golden.
Combine icing sugar and milk and drizzle over warm pastry.