Prepare the Ultimate Cookie Dough and divide it into four equal parts. Wrap in plastic and chill for 30 minutes or refrigerate up to 4 days.
Cover a cookie sheet with parchment paper, or use a clean, ungreased baking sheet.
Remove one portion of the dough from the refrigerator and knead lightly until it is pliable. Divide the dough into 2 parts. Shape each part into a rope about 12 inches long by rolling between your hands and the work surface. Place ropes on the baking sheet. Either the side of your finger or with the handle of a wooden spoon, make an indentation down the center of each strip.
Bake for 10 minutes at 350 degrees. Meanwhile, put the jam into a small heavy duty zip-top plastic bag, (the type without a pleat). Snip a small hole in the corner of the plastic bag and press jam down the center of the partially baked cookies. Return to the oven and bake 5 minutes longer or until the cookies are lightly browned.
Meanwhile, mix the powdered sugar, lemon juice and enough water to make a frosting thin enough to drizzle over the cookies.
While the cookies are still warm, cut them diagonally into 1-inch lengths. Drizzle with the frosting. Cool completely before removing from the pan or from the parchment paper.