In the bowl of a stand mixer fitted with the paddle attachment or in a large bowl with a hand mixer, cream together the powdered sugar, butter, salt and vanilla.
Add the flour and mix on low speed until the dough forms.
Transfer the dough to a piece of parchment or waxed paper and shape into a rough rectangle. Place another piece of parchment or waxed paper on top of dough and roll out into a 9x12 inch rectangle.
In a small bowl, whisk egg white with water and brush on the surface of the rolled dough.
Mix together the sugar and cinnamon and sprinkle it all evenly over the dough.
Starting with the long end, roll the dough into a log, pressing the edge to seal. Wrap it in plastic wrap and freeze until firm. (alternately refrigerate until firm- it just takes longer)
Preheat oven to 350 degrees F. Line two baking sheets with parchment paper or a silicone mat
Remove the dough from the freezer and take off plastic wrap
Cut into 1/2-inch slices with a sharp knife and place on baking sheets
Bake the cookies 12 to 15 minutes, until they’re a light golden brown. Transfer cookies to wire rack to cool