Preheat the oven to 375.
In a food processor, pulse the flour and cubed cold butter until combined.
Once the butter has broken apart, add in 5-6 T of cold water and pulse until fully combined. Start with 5, and add as needed!
Form into a ball and roll out dough until 1/8 in thick or so - it doesn't need to be very thick.
Using a round cookie cutter (about 3-4 inches), cut out circles. You'll have to repeat this process (and the last step) until you use up all the dough.
On a pan lined with parchment paper, put half of the circles down. Place a spoonful of your favorite jam in the center leaving room on the outside to seal the top piece of dough.
Take another circle of dough and press it out with your hands just slightly, making it a little bigger than the bottom piece.
Cover jam and use your finger or a fork to press down the sides. It's important to make sure the sides are sealed or the jam will come out. Repeat until you've used all the dough.
Scramble one egg and egg wash the tops. Skip if you can't do egg, or just use milk.
I didn't need to do this, but you can take a fork and poke a hole in the top for steam to come out, like you would a pie!
Bake for 15-20 minutes or until golden brown.
While they bake, mix 1 cup of powdered sugar and 1-2 T of milk. Start slowly and add. You want just enough liquid so it mixes. Not too thick but not too runny! A tiny bit of vanilla would be good too!
Once the pastries have cooled completely, top with icing and sprinkles! Enjoy!!