For the giant foam roll, preheat the oven to 180 ºC hot air. Cut puff pastry into strips and wrap over large roll form wrapped with baking paper. The ends should be nicely continuous on top of each other.
Whisk the small egg and brush the top of the foam roll with it. Bake, suspended on a large wooden spoon over a baking sheet lined with parchment paper, for about 15-20 minutes. Let cool.
In the meantime, whip the egg whites with 1/3 of the confectioners’ sugar and the lemon juice until stiff. Heat the water and dissolve the remaining powdered sugar in it, bring to the boil briefly.
Immediately mix the sugar water into the beaten egg whites. Pour the snow mixture into a piping bag with a star-shaped top and fill the puff pastry rolls with it, after hiding the small bottles in it.
Decorate the filled foam roll with marzipan.