Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
In a mixing bowl, combine the granulated sugar and ground cinnamon. Set aside.
Unroll the crescent roll dough and separate it into triangles.
Place about 1 tablespoon of cherry pie filling at the wide end of each triangle.
Roll the dough around the filling, starting from the wide end and moving towards the point. Pinch the edges to seal completely.
Place each rolled cherry pie bomb on the prepared baking sheet, spacing them about 2 inches apart.
In a small bowl, whisk together the egg and milk to create an egg wash. Brush the mixture over the tops of the cherry pie bombs.
Sprinkle the cinnamon sugar mixture over each pie bomb.
Bake in the preheated oven for 15-20 minutes, or until the bombs are golden brown and puffed up.
Remove from the oven and let cool slightly before serving. Dust with powdered sugar if desired.