- Preheat oven to 375°F. Grease or line baking sheets with parchment paper.
- Spread out each sheet of puff pastry on a floured work surface. Cut each sheet into 9 squares.
- Mix together the Mascarpone cheese and confectioner's sugar. Spread a generous Tablespoon of Mascarpone mixture over 9 squares. Top Mascarpone with 1 generous teaspoon of jam. With your finger wet the edges of each square with water. Lay another puff pastry square on top. Crimp edges with a fork or by pressing with your finger to seal edges. Prick with fork on top several times.
- Whisk the egg and water and brush on each square. Sprinkle with granulated sugar. Place on prepared baking sheet and bake 15-20 minutes, until puffs are golden brown and flaky. Dust with powdered sugar if desired and serve warm or at room temperature.