Preheat oven to 425°.
Thaw pastry sheet wrapped in plastic overnight in the refrigerator, or at room temperature for 40 minutes or until easy to handle. Unfold pastry sheet on lightly floured surface. If there are any cracks in the pastry, sprinkle with water and press together to seal. Roll out puff pastry slightly so it's 12 inches long. Cut in to 8 pieces. Roll out each piece so it's big enough to to fit your heart. Cut out eight hearts.
Put four hearts on a parchment-lined rimmed baking sheet. Spoon a tablespoon jam in the center of each heart. Brush edges with egg yolk and top each heart with another heart. Seal the edges together with the tines of a fork.
Bake pies until golden and puffed, about 10 minutes.
Whisk together powdered sugar and water until smooth. Drizzle glaze over hot pies.