In medium bowl, stir cookie mix, softened butter, flour, and egg until dough forms.
On a floured surface, roll dough to about ¼-inch thickness.
Brush dough with melted butter.
In a small bowl, mix together sugar and cinnamon. Sprinkle this mixture evenly over dough.
Begin to roll up dough, starting at the long side. The dough will tear a bit as you roll. This dough is very forgiving. Just pinch it back together, it will still bake up nicely and roll as best as possible.
Cut dough in half.
Wrap in plastic wrap and pop dough in the freezer for about 20-30 minutes (until firm – not hard)
Heat oven to 375F degrees. Cover a large baking sheet with parchment paper.
Take dough out of freezer and begin cutting into ¾-inch slices (again, if dough tears, just pinch it back together.)
Place slices about 2 inches apart on cookie sheet.
Bake 10-12 minutes or until edges are lightly golden brown. Only bake one sheet at a time if you are using two smaller baking sheets.
Cool for about 2 minutes, remove from cookie sheet to cooling rack. Cool completely.
In a small bowl, mix powdered sugar and milk until smooth (adding a tad more milk if necessary).
Drizzle icing over cooled cookies (making sure you have aluminum foil or waxed paper underneath cooling racks to catch excess icing).
Video
Notes
We prefer a little bit more icing on ours so I actually made up a second batch of icing. You want the icing to stay fairly thick but thin enough so you can still drizzle it easily.
Keeping dough cool before baking helps the cookie stay together better as it bakes rather than spreading out. In addition, this is the same reason why you want to use parchment paper or a silat on the baking sheet.
When baking cookies, only one baking sheet should be in the oven at the time. This will help ensure the most even baking.