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 smooth. Set aside; this will be used to brush the pastry for shine.

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

Roll Out and Cut the Puff Pastry: Lightly dust a work surface with flour. Unfold the thawed puff pastry sheet and gently roll it out just enough to smooth creases (approximately 1/8 inch thick). Use a ruler and a cutter to divide the sheet into 12 small, uniform squares.

Fill the Pastry Squares: Place one square of pastry in front of you. Place one small cube of brie cheese in the center. 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. Pinch the edges together tightly to seal the bundle. 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. If desired, immediately sprinkle the tops with turbinado sugar or chopped pecans.

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 are dramatically puffed 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.