In a small saucepan, bring the jam and cornstarch mixture to a boil over medium heat. Reduce the heat to a simmer and cook stirring for 3 to 4 minutes. Set aside and let cool to room temperature.
Lay 1 sheet of pastry on a board and cut it into 4 equal strips. Put a heaping teaspoon of cooled jam in the middle of the upper part of the dough and fold over the bottom part. Seal the edges with a bit of water and crimp with a fork. Arrange the pastries on a parchment lined baking sheet. Repeat with the other pastry sheet. Bake until golden about 8 to 10 minutes. Remove the pastries from oven and allow them to cool completely.
In a small bowl, add the powdered sugar and whisk in, 1/2 tablespoon of lemon juice at a time, to make a thick icing consistency. Drizzle the icing over the pastries and sprinkle with colored sugar, if desired. Allow the icing to set for about 30 minutes. Enjoy at room temperature.