Instructions

Whisk flour, cocoa, 2 teaspoons cinnamon, salt, pepper, and cayenne together in bowl; set aside. Using stand mixer fitted with paddle, beat butter and granulated sugar on medium-high speed until pale and fluffy, about 3 minutes. Add egg and beat until combined. Reduce speed to low, slowly add flour mixture, and mix until just combined.
Divide dough in half and roll each half into 6-inch log. Wrap logs tightly in plastic wrap and refrigerate until firm, at least 2 hours or up to 3 days.
Adjust oven racks to upper-middle and lower-middle positions and heat oven to 375 degrees. Line 2 baking sheets with parchment paper. Whisk sanding sugar and remaining 1 teaspoon cinnamon together in shallow dish. Roll logs in sugar mixture to evenly coat exteriors, pressing as needed to adhere.
Slice logs into ¼-inch-thick rounds, rolling logs as you cut to keep circular shape, and evenly space on prepared sheets (24 cookies per sheet). Bake until edges of cookies look dry, 10 to 12 minutes, switching and rotating sheets halfway through baking.
Let cookies cool on sheets for 5 minutes, then transfer to wire rack and let cookies cool completely before serving. (Cookies can be stored in airtight container for up to 3 days.)