Preheat oven to 400°F. Whisk together egg and water.
Brush each pastry round with egg wash. In a small bowl, combine sugar and cinnamon. Sprinkle each pastry round with 1/2 tsp. cinnamon sugar. Dollop 1 tsp. dulce de leche and spread over evenly. Roll up. Brush rolled pastry with egg wash and coat with remaining cinnamon sugar. Transfer to parchment paper-lined baking sheet. Refrigerate until chilled, about 30 minutes.
Bake for 18 to 20 minutes, turning halfway through or until pastry is golden brown.
Serve with chocolate sauce and a dusting of icing sugar.