Preheat oven to 400 F. Unfold pastry sheets. Combine sugar and cinnamon; sprinkle over pastry. Sprinkle with pecans. Roll up each pastry jelly-roll style, starting with a long side.
(Hold the dough firmly and roll tightly so the dough does not sag.) Pinch seam to seal. With a sharp knife, cut the dough into ½ - to ¾ -inch slices. Place on an ungreased baking sheet. Bake for 10 to 15 minutes.
Combine the final four ingredients for icing until smooth; drizzle or spread over rolls.