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Preheat the oven to 190°C (375°F) and line a baking tray with parchment paper.
Place the dates in a food processor with the cinnamon and milk. Blend until a smooth, spreadable paste forms. If it’s too thick, add a little more milk.
Unroll the puff pastry into a rectangle about 24 x 36 cm (9½ x 14 in). Spread the date paste evenly over the surface, then sprinkle with the chopped pecans.
Fold the pastry in half along the shorter side to create a rectangle about 24 x 18 cm (9½ x 7 in).
Cut from the folded side toward the open side into 12 strips, each about 2 cm (¾ in) wide and 18 cm (7 in) long.
Take one strip, stretch it gently, and twist it 3–4 times. Wrap the twisted strip loosely around four fingers to form a loop, then slip your fingers out.
Take the loose end and wrap it around the centre of the loop so it divides the ring into two smaller circles, tucking the end underneath to secure. Repeat with the remaining strips.
Place the shaped buns on the prepared tray, spacing them out slightly. (You can bake half now and freeze the other half for later — they bake perfectly from frozen.)
Whisk the egg yolk with 1 tablespoon of milk and brush the tops of the buns.
Bake for about 25 minutes, or until golden and puffed. Let them cool slightly, then dust with icing sugar and enjoy warm.