Preheat the oven to 400°F (200°C) and adjust an oven rack to the middle position. Line a large baking sheet with parchment paper or a silicone baking mat.

Unfold the fully thawed puff pastry sheet carefully onto a lightly floured work surface. Using a sharp knife or pizza cutter, cut the pastry sheet into 12 to 15 equal squares (approximately 2.5 to 3 inches per side).

While the Brie is still chilled, cut the cheese into 12 to 15 small cubes (about 3/4-inch square), ensuring the rind remains intact on each piece.

Place all the cut pastry squares onto the prepared baking sheet, spacing them out slightly. Place a small, centered dollop of your chosen 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.

To form the appetizer, 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 first two corners at the center point.

Pinch all four seams together firmly to create a secure bundle. Use the tines of a fork to press down along the seams and edges of the pastry to ensure a tight seal and prevent the filling from leaking out during baking.

Prepare the Egg Wash: 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 pastry with the egg wash.

Bake for 15 to 18 minutes, or until the puff pastry is fully puffed and a beautiful rich golden brown. The cheese should be soft and melting.

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