Preheat oven to 425°.
Thaw puff pastry sheets overnight in the refrigerator, or at room temperature for 40 minutes or until easy to handle.
Unfold pastry sheet on lightly floured surface. Cut each pastry sheet in to 6 rectangle pieces. Put six rectangles on a parchment-lined rimmed baking sheet. Spoon the raspberry jam in to the center of each rectangle. Brush edges with beaten egg and top with another rectangle. (You can stretch the top rectangle a bit so it easily fits over the jam.) Seal the edges together with the tines of a fork.
Snip the top dough in three places to release steam. Put tray in the freezer for 10 minutes.
Remove from freezer and brush top with egg wash and a sprinkle of sugar if desired.
Bake pies 5 minutes. Reduce oven temperature to 350° and bake for 25 minutes more until golden brown and puffy.
Whisk together powdered sugar and water until smooth. Drizzle glaze over hot pies.