Take the puff pastry dough out of the freezer to thaw.
Preheat the oven to 375°F.
In a mixing bowl, add the softened butter, brown sugar, cinnamon, and nutmeg all at once. Use a fork to blend the ingredients until combined.
Roll out the puff pastry onto a clean surface and place the cinnamon brown sugar mixture on top of the dough. Spread evenly. Roll the puff pastry tightly into a long log.
Use a sharp knife to cut 2 inch thick slices, creating small cinnamon rolls.
Take a baking dish and place the puff pastry cinnamon rolls inside with a couple inches between each.
Place in the oven and bake for 25 minutes or until the puff pastry is slightly browned and the pastry has puffed up.
While the rolls are baking, take a smaller bowl and add the powdered sugar and milk. Whisk together until combined and smooth.
When the puff pastry cinnamon rolls are done, remove from the oven and drizzle the icing all over the rolls while still warm.
Serve and enjoy while still warm!
Notes
A serrated knife works well for cutting the rolled dough without squishing it. You can also chill the rolled dough for 10-15 minutes before slicing for cleaner cuts. Chilling the dough before baking will also keep the butter in the dough cold, so it will create steam in the hot oven to create flaky layers.