Trim off the ends of each slice of bread. Flatten bread using a rolling pin or flat glass. Mix sugar and cinnamon in a bowl. Soften cream cheese in microwave for 30 seconds to a minute, mix this with beaten egg.
Spread about a teaspoon of the cream cheese mixture on each slice of bread. Roll the bread from corner to corner. Spray each slice of rolled bread generously. Roll in sugar mixture. Place on a greased or sprayed cookie sheet.
Bake at 350 degrees F until brown, about 10 minutes. Enjoy!