Boil the red wine with granulated sugar and cinnamon.
Add the fruit and let boil for a few minutes.
Mix the cornstarch into a little bit of water and add to the fruit.
Let boil again and then remove from heat.
Roll out the Danish pastry dough thin on a floured work surface and cut into 4x4in (11×11 cm) squares.
Brush the corners of the squares with egg and fold into the middle without closing them completely.
Spoon some of the plum mixture with very little juice into the middle and brush with melted butter.
Place the kolaches on a slightly buttered baking sheet and bake at 400 °F (200 °C) at first and then lower to 340 °F (170 °C) and bake for about 15 minutes, depending on size.