Preheat the oven to 400, and line a sheet tray with parchment paper. Set aside.
Roll out the puff pastry until thin—less than 1/8" thick. Use a 3 inch round cookie cutter to cut out an even number of rounds.
Place half of the rounds on the prepared baking tray. Set aside remaining rounds.
Mix together the cranberry sauce and vanilla extract. Place about a tablespoon of the mix on each round on the sheet tray, leaving room around the edge for crimping.
Brush the edges of the round with the beaten egg, then top with an extra round. Brush the top with egg. Use a fork to crimp the edges, then poke a small hole in the lid. Repeat with all until all have lids.
Dust with cinnamon and sugar, then bake for 15 minutes, until golden brown.
Dust with powdered sugar, if desired, then enjoy!