Unwrap dough and separate triangles. Spread 1 heaping Tablespoon of lemon curd on each triangle. Roll up from wide end to point. Tuck ends under forming an egg shaped roll. Brush with beaten egg. Bake until dough is cooked and golden, about 15 minutes.
Cool rolls for 5-10 minutes before glazing.
Glaze
Make glaze starting with 1/4 cup powdered sugar and adding milk 1 T at a time until desired consistency. Add food coloring and mix well. Drizzle over rolls and sprinkle with sugar or sprinkles.