Cut 10 pieces of parchment paper into small squares, no larger than the smaller side of your pie iron. Set aside.
Open your roll of cinnamon roll rounds and separate them into the 5 pieces. If the end of the dough has come loose for any of them, re-roll as necessary.
Gently form each cinnamon roll into more of a square shape, then allow to come up to room temperature.
Get a low fire going - whether in a BBQ grill, an open fire, or a charcoal grill. If using an open fire, let any large flames completely die down, and cook on the embers of a campfire.
Spray the insides of a pie iron with a bit of nonstick spray, then place a small square of parchment on each side. Set one cinnamon roll inside, and close it up.
Position your pie iron over your fire or grill, cook for 2 minutes.
Once two minutes are up, flip the pie iron and cook for another 2 minutes.
Once more, flip the pie iron over and continue cooking on the grill grates for another 2 minutes. (6 minutes, total so far).
Flip the cinnamon rolls (s) one more time, cook for 1 more minute, then remove from the heat - I’ll usually just set it on gravel nearby.
Allow it to continue cooking in the pie iron for another two minutes. Serve warm, with a drizzle of icing.