Preheat the Oven and Prepare the Baking Sheet: Adjust your oven rack to the middle position and preheat the oven to 400°F (200°C). Line a large, sturdy baking sheet with parchment paper or a silicone baking mat.

Prepare the Egg Wash: In a small bowl, whisk together the cold egg and the cold water until they are smooth and well combined. Set aside; this mixture will give the pastries a golden shine.

Prepare the Brie Cheese: Using a sharp knife, carefully cut the chilled wheel of brie cheese into 12 small, roughly uniform cubes or triangles. Ensure the rind remains intact.

Roll Out and Cut the Puff Pastry: Lightly dust a clean work surface with all-purpose flour. Unfold the thawed puff pastry sheet and gently roll it out just enough to smooth creases. Use a ruler and pizza cutter to divide the large sheet into 12 uniform squares or rectangles.

Fill the Pastry Squares: Place one small cube of brie cheese directly in the center of a pastry square. Spoon approximately 1/2 to 1 teaspoon of your chosen fruit jam directly on top of the brie cheese. Avoid overfilling.

Seal the Edges: Lightly moisten the four edges of the pastry square with the prepared egg wash. Carefully fold two opposite corners of the square up over the filling, meeting them in the center, and pinch the edges together tightly to seal the filling inside. Repeat with all 12 pastries and transfer them to the prepared baking sheet, spacing them 1 inch apart.

Apply the Egg Wash and Toppings: Gently brush the entire surface of each assembled pastry with the remaining egg wash. Immediately sprinkle the tops with turbinado sugar or chopped pecans, if desired.

Bake Until Golden: Place the baking sheet into the preheated 400°F (200°C) oven. Bake for 18 to 20 minutes, or until the pastries have puffed up dramatically and the surface is a deep, uniform golden brown color.

Cool and Serve: Remove the baking sheet from the oven. Allow the pastries to cool on the baking sheet for a minimum of 5 to 10 minutes before serving. Serve warm.