Preheat oven to 400 degrees. Line baking sheet with parchment paper. Set aside.
Remove one sheet of puff pastry from the refrigerator. Roll out to 12x12 inches, ensuring the edges are even. Set aside. Remove the other sheet of puff pastry from the refrigerator. Roll out to 12x12 inches ensuring the edges are even.
Spread Nutella evenly all over one sheet of puff pastry. Place the other sheet of puff pastry directly on top of the Nutella-lined sheet of puff pastry. Slice into 12 1-inch strips. Working one at a time, twist both ends of the strips into a twisted log forms. Roll each log into a snail shape, tucking the end under the roll. Place on the prepared baking sheet.
Chill Nutella pastry rolls in the freezer for 10 minutes. Remove from freezer and brush with beaten egg mixed with 1 teaspoon of water. Bake in preheated oven for 15 minutes or until pastries turn golden brown on top.
Remove from oven an let cool for 5 minutes. Make icing by mixing powdered sugar, cinnamon, and half and half. Place icing in a zipper storage bag. Cut off the tip of the bottom corner of the bag. Drizzle icing over each roll. Serve rolls while still warm.