Preheat oven to 400 degrees Fahrenheit.
Place cold puff pastry sheets flat on a lightly floured surface*.
Using a cookie cutter, cut Christmas trees out of the pastries, then knead the leftover dough back together, roll it out to about ¼ inch thick and continue cutting out Christmas trees. Place each of these on a 9X13 baking sheet lined with parchment paper.
On half of the Christmas trees, place approximately 1 tablespoon of jam onto the puff pastry, then spread it out. Make sure to leave space around the perimeter of the entire tree
Top each of the jam filled pastries with a clean Christmas tree pastry and pinch the edges together slightly. Then use a fork to press the seams around the edges entirely.
Crack egg into a small bowl, wisk, then brush egg over the top of each hand pie.
Bake for 10-12 minutes or until golden brown, then remove from the oven and allow to cool.
While hand pies sare cooling, whisk the jam, milk, powdered sugar and vanilla together in a large bowl. Once hand pies have cooled a bit, spread the icing on top of each pop tart and add sprinkles if desired. Make sure to allow the pop tarts to cool some or the icing will melt right off.