I also made Cinnamon Roll Christmas Trees. I think my mom use to call them Sugar Plum Trees, but there is another candy/dessert called that. I have made it a tradition in my family to make two and have them, along with whatever is in the stocking, as our Christmas morning breakfast. Here is the directions to make them:
2) After the dough is made, roll it out into a rectangle.
3) Spread a light layer of butter over the rectangle. After the butter, sprinkle with sugar, add a layer of cinnamon, a little nutmeg, and then sprinkle with brown sugar.
4) Once a thick layer of sugar and cinnamon are added, fold one side and then the other so that the rectangle becomes a triangle. Once in a complete triangle cut two verticle slits in the bottom of the triangle. Then begin cutting slanted slits up the side on either side. After the slits are cut take each section and twist it.
In the example above, the red lines represent where the slits should be cut before they are. The next tree is a representation of the slits being cut but not yet twisted. Once the slits are cut remember to twist each section a couple of times to ensure that the cinnamon and sugar will remain inside the tree.