This is a recipe I found on the Betty Crocker website. They look like little cinnabon rolls in a cookie. Here are the ingredients for the cookie dough:
- 1 batch of sugar cookie pre-mix (1 lb.)
- 1 teaspoon cinnamon
- 1/2 cup butter or margarine
- 1 egg
Mix all ingredients into a soft dough. I then put the bowl in the freezer for around 10 min. so rolling it is easier. At room temperature, the dough is too soft and won’t roll right.
Roll a ball of dough out into a 4-5″ roll. I just do it between my palms like I’m rolling some clay. Then take the rolled out dough and place it on to a bed of cinnamon (just one edge only). The heat from your palms will actually soften the dough pretty quick so do it fast or it will get too soft to coil. You can try to roll it out on a waxed paper surface but I think between your palms is faster and easier.
Now, coil the roll with the cinnamon edge on the inside. When done, press the end to the roll so it does not roll apart. Then place on an ungreased cookie sheet about an inch or two apart. 
Bake about 10 minutes in a 350 degree oven until light golden. I think these cookies are better on the soft side so don’t over-bake. Remove from oven and cool for a minute before removing from pan to cooling rack. Don’t forget to put the unused dough into the freezer in-between batches to keep it hard.
Make a glaze with 1 cup powdered sugar with 1 tablespoon milk and 1/4 teaspoon vanilla. Mix until smooth and put into a baggie. Snip a corner of the baggie so you can squeeze the glaze out onto the cooled cookies. Let the glaze harden (if you can wait) then enjoy!