Preheat the oven to 400˚F and line a baking sheet with parchment paper or Silpat. Lay the frozen puff pastry sheet on a clean work surface and allow it to thaw for 10 minutes. Do not unfold the dough until it's thawed out, but make sure it is still cold when you do.
Unfold the puff pastry and cut it into nine equal squares.
With a sharp knife, score L-shaped cuts at the corners of each pastry square, as shown in the pictures.
Place about 1 teaspoon of jam onto the center of each puff pastry.
Take the outer corner of each puff pastry and fold over into the middle. Do this with all four corners, shaping the folds into a bow.
In a small bowl, beat the egg with 1 tablespoon of water and brush the edges of the pastries with a pastry brush.
Bake for 13 to 14 minutes, or until they puff up and the edges are golden.
Remove from the oven and transfer to a cooling rack.
Dust with powdered sugar and serve.