Preheat oven to 350 degrees and prepare a cookie sheet with cooking spray.
Roll out a sheet of pie crust as thin as you can.
Cut edges with a pizza cutter to make a rectangle, then cut into 3-4 smaller rectangles.
Fill half of your rectangles with jam.
With a fork, poke holes into the other half of the dough. Gently set on top of your jam-filled rectangles.
With a fork, press down the edges to seal pastries.
Beat an egg and lightly brush on top of pastries.
Repeat with other sheet of pie crust.
Place pastries on prepared baking sheet and bake for about 20 minutes, or until golden brown.
Allow pastries to cool and sprinkle with powdered sugar, if desired.