Stack the sheets together and cut them into a large triangle. Separate them as soon as you can so you don't risk them sticking together.
Place one triangle of pastry on the parchment-lined baking sheet. Spread the Nutella all over the puff pastry sheet. I like using a small offset spatula for this. You can use a spoon or butter knife instead.
Layer the second sheet of puff pastry on top, lining up the edges. You should have two layers of puff pastry, with Nutella in the middle like a sandwich.
Now imagine an inch-wide tree trunk stretches from the tip of the triangle down to the bottom edge of the pastry. Leave that center inch uncut.
Using a sharp knife cut inch-wide horizontal "branches" up the tree, leaving the center intact.
Do this on both sides.
Twist each branch, two times if you can. This helps you to be able to see the twists.
Once this is done whisk the egg in a small bowl. Use a pastry brush to the egg on the pastry.
Place the baking sheet in the preheated oven and bake for 12-15 minutes, keeping a close eye on it.
While the pastry is baking, make the dip if using. Heat the Nutella and milk in the microwave for 20-30 seconds. You just want to soften the chocolate spread and heat the milk so it'll combine smoothly. Whisk well and then add the cinnamon and vanilla if using. Whisk again and move to a small serving bowl.
Once the pastry is done, remove it from the oven and let it cool for a few minutes.
Move the pastry to a serving platter and use a metal sieve to sift the icing sugar oven top, mimicking a snowy look. (optional)
Serve this simple puff pastry dessert with the chocolate cinnamon dip if using, or as is.
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Notes
Tips:Make sure to thaw the puff pastry according to the package instructions so it doesn't stick together.Roll the pastry a bit thinner so that the whole tree isn't too thick and puffy.Using an egg wash helps the pastry get golden brown while baking. You can skip it but you'll have a pale result. Try using milk or cream instead.Watch the pastry carefully after 10 minutes. Extra Nutella on the baking sheet can burn, just brush it away before transferring it to your serving plate.StorageThis puff pastry tree is best served the day it's made. The dip will last covered in the fridge for 3-5 days. Reheat to return to a dippable consistency if needed.Nutrition estimates don't include optional ingredients.