Carefully place a single cinnamon roll in the pie iron then secure closed.
Place over the coals and allow to bake for about 10 minutes. This may be done by continually rotating to keep the whole pie iron hot, or evenly splitting the time to cook one side, turn, then cook the other side.
Carefully remove from the pie iron and top with the icing provided in the package.
Repeat with the next set of dough and continue until they are all cooked.