Preheat the oven to 375 F/190 C.
With a pastry brush, lightly brush some of the egg white on the top of each frozen cookie. Dip the brushed top into a medium bowl with the sanding sugar sprinkles and place the cookie back on the tray. Keep in the freezer until ready to bake.
Spread the frozen cut out cookies spaced two inches apart. You may need to bake them in batches. Keep any cookies not being baked in the freezer until ready.
Bake them for 11-12 minutes, or until the tops look matte, dry, and slightly wrinkled. The edges should not be brown.
Allow the tray to cool completely on a wire rack before removing and decorating.