Roll sheet of puff pastry to a 15.5×10-inch rectangle if needed. Cut 3-inch wide strips going down. Then cut about 1 1/2-inch strip going across. Mix together the jam and cornstarch. Fill each center with a small dollop of the jam mixture.
Fold in the right side of dough towards the center, pinching down the edge, then roll over towards the end and pinch down the remaining edge to seal the dough. Place onto a large baking sheet and finish working with the remaining dough.
Brush tops with milk and generously sprinkle sugar over the tops. Make two small slits and bake in a preheated 400° oven for 15 minutes.
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