Roll and chill. On a well-floured surface, roll the puff pastry into a long, thin rectangle about ¼ inch thick. Save the scraps and bake with cinnamon sugar!
2 sheets puff pastry
Cut into squares. Using a sharp knife and ruler or bench scraper, or a pastry wheel cutter, cut the dough into 2¼ x 2¼-inch squares (or anywhere from 2 to 3 inches - you have flexibility here!) You should get roughly 12-16 squares, depending on how thin you roll the dough and how much you trim the edges. Try to keep your cuts as straight and even as possible, but don't stress about perfection! These cookies are meant to have rustic charm, and they'll taste amazing regardless of how neat they look. Make the slits. On each square, cut diagonal slits from each corner toward the center, stopping about ¾ of the way (leave about ½ inch uncut in the very center).
Add jam and shape. Place 1 teaspoon of prune jam in the center of each square. Fold every other corner point toward the center over the jam, creating a star or pinwheel shape. Gently press the folded tips together.
¼ cup prune jam
Freeze. Transfer shaped cookies to a parchment-lined baking sheet, spacing them 1½ inches apart. Freeze for at least 10 minutes while preheating the oven to 425°F.
Egg wash. Whisk together egg and water, milk, or cream. Brush the tops of the cookies with egg wash, being very careful not to get egg wash on the cut layers (this can impact the layers).
1 large egg, 1 tablespoon water
Bake. Bake for 15-20 minutes until deeply golden brown and puffed. Internal temperature should reach at least 200°F.
Cool and dust. Let cool on the baking sheet for 5 minutes, then transfer to a wire rack. While still slightly warm, dust generously with powdered sugar. Optional: add another teaspoon of jam to the center after cooling.
¼ cup powdered sugar, ¼ cup prune jam