Combine sugar and cinnamon in a small bowl. Sprinkle 1/4 cup sugar mixture over a 12-inch square on a work surface. Unfold 1 pastry sheet on top of sugar, and roll sheet into a 12- x 9-inch rectangle. Spread 1/3 cup marmalade over dough, leaving a 1/2-inch border around edges. Starting with 1 long side, roll up pastry, jelly-roll fashion, to center of pastry sheet. Roll opposite side to center. (The shape will resemble a scroll.) Wrap in plastic wrap, and freeze 20 minutes. Repeat procedure with 1/4 cup of the sugar mixture and remaining pastry sheet and 1/3 cup marmalade.
Preheat oven to 375°F. Remove 1 pastry roll from freezer, and cut into 1/2-inch-thick slices; place 2 inches apart on a parchment paper-lined baking sheet. Sprinkle each slice with a small amount of the remaining sugar mixture.
Bake in preheated oven until light golden brown on the bottom, 14 to 16 minutes. Remove from oven, and care- fully turn each cookie over. Return to oven, and bake until crisp and golden brown, 8 to 10 more minutes. Transfer cookies to a wire rack, and cool completely, about 30 minutes. Repeat procedure with the remaining pastry roll.