Line a baking sheet with parchment and lay out 24 frozen rolls.
Lightly cover with plastic wrap and thaw on the counter for 2 hours at room temp.
When ready to braid, rolls should still be cold, but not frozen in the center.
Take two rolls and cut them each evenly in half.
Roll each half into a 5 inch length.
Place two side by side going vertical leaving about 1/2 inch in between.
Place the other two side by side going horizontal over the center of the others, leaving 1/2 inch in between (forming what looks like a hashtag).
Kind of like weaving a basket, tuck the top strand closest to you under the bottom right strand.
Then take the bottom left strand and place it over the top left strand.
Going around in a circle, take the two strands sticking out of the right side and cross them over each other. Work your way to the top, left and bottom and do the same.
Pinch all the ends together underneath your braid and place onto a parchment lined baking sheet. Cut and braid remaining dough balls.
Once you have 12 evenly spaced braided rolls on the baking sheet, cover lightly with plastic wrap that has been sprayed with cooking spray.
Let these rise on the counter for 30 minutes.
In a small bowl, whisk one egg together really well.
Lightly brush each braided roll with egg wash and sprinkle the tops with course sugar.
Bake at 350 degrees for 15-18 minutes.