Start by making a basic pie dough which will serve as the cookie part of the sandwiches. Combine flour, cold butter, and salt in a bowl or a food processor. In the processor, pulse until it resembles sand. By hand, crumble the butter into the flour mixture until it resembles sand.
Add ice cold water a tablespoon at a time. In the processor, pulse a few times until the dough starts to come together. By hand, add your water a bit at a time and bring the dough together, being careful not to knead too much. If you need to add a bit more water, you can! Once the dough has come together, wrap in plastic wrap and let chill in the fridge for at least 30 mins.
Preheat your oven to 390 F (200 C). Once your dough has rested, roll out your dough until it is about 1/8 inch thick on a floured surface.
Cut out rounds (ours were about 2 inches in diameter). Repeat with any remaining dough.
Add sugar to a bowl and add 1 tsp of cinnamon, mixing well to make cinnamon sugar.
Once you have cut out all your cookie rounds, brush with egg wash.
Prep a piece of parchment paper by sprinkling cinnamon sugar in an even layer on the top. Place your cookies egg wash side down onto the sugar.
Roll across your cookies with a rolling pin to make them an oval shape and press the sugar onto the cookie.
Honestly, if you don't want to do the above steps, just roll the rounds into ovals with your rolling pin, brush with egg wash, and sprinkle cinnamon sugar over the top. We find the results have been quite similar!
Once your cookies have been rolled into an oval shape and are covered in sugar, place on a prepared baking sheet - sugar side up! - and bake for 8-10 minutes until lightly golden. The top should be nice and crispy and caramelized with the sugar layer!
Repeat with any more baking trays you have, as you may need to bake them in a few batches.
Once your cookies are done, let them cool on a wire rack.