Preheat the oven to 400°F (200°C) and line a large baking sheet with parchment paper or a silicone baking mat. Ensure the puff pastry sheet is fully thawed but still cold enough to handle. Unfold the pastry sheet onto a lightly floured work surface.

Using a sharp knife or pizza cutter, cut the puff pastry sheet into 12 to 15 equal squares (approx. 2.5 to 3 inches per side).

While the Brie is still chilled, cut the cheese into small cubes (about 3/4-inch square), ensuring the rind remains intact. You will need one cube for each pastry square.

Lay all the cut pastry squares onto the prepared baking sheet, spacing them out slightly. Place a small, centered dollop of jam (about 1/2 to 3/4 teaspoon) onto the center of each square, followed immediately by one cube of Brie cheese on top of the jam layer.

To form the pocket, take two opposing corners of the pastry square and bring them together over the top of the cheese. Pinch these corners firmly together. Repeat with the remaining two opposing corners, bringing them up to meet the center point.

Pinch all four seams together firmly to create a secure bundle. For extra security, use the tines of a fork to press down along the seams and edges of the pastry to help prevent leaks.

Prepare the Egg Wash: In a small bowl, whisk the large egg with the teaspoon of water or milk until well combined. Using a pastry brush, lightly brush the tops and sides of each assembled appetizer with the egg wash. Avoid letting the wash pool near the base.

Bake for 15 to 18 minutes, or until the puff pastry is fully puffed, beautifully golden brown, and the Brie cheese is melted and slightly visible.

Remove from the oven and let the appetizers cool on the baking sheet for 5 to 10 minutes before serving. Serve warm, as the filling is extremely hot right out of the oven.