In a food processor pulse the flour and salt for 2 seconds. Add the butter and pulse a few times until the butter is the size of peas. (Alternatively, grate the butter on a cheese grater and roll flour and butter between your fingers until achieving the same texture.) Add the water and pulse a few more times. The dough will look like a pile of wet crumbs, it does not need to come to a ball. Remove the dough from the food processor and dump on a large piece of Saran wrap. Pick up the corners and twist tightly to make the dough form a solid ball, then press the dough into a disk. If it's still crumbly, gently press with your palms, but do it quickly, you don't want to melt the butter.
On a lightly floured surface, roll out the pie crust dough into an oblong shape, roughly 1/8th of an inch thick. Using a pizza cutter or flour scraper trim edges to form a crisp rectangle. Cut into 8 equal rectangular pieces.
Whisk together the remaining egg and milk. Brush each piece of dough with egg wash.
Place 2 Tbsp jam in the center of half of the rectangles. Top each piece with a second piece of dough, egg washed on the inside. Use a fork to crimp the edges. Brush the tops with egg wash and use the fork to poke holes in the top for the steam to release.
Bake at 350 for 15-20 minutes.
Notes
You can use homemade jam if you so desire, but a good store bought will also be fine.