Preheat the oven to 400 degrees. Prepare a baking sheet with parchment paper.
In a medium bowl, stir together the jam and cornstarch. Set aside.
On a lightly floured surface, roll out the pie crusts. Trim the edges of each circle to create a square. Cut each square into 6 equal rectangles.
On half of the pastry rectangles, spoon about 2 tablespoons of jam. Cover each rectangle with another piece of pastry. Use a fork to seal the edges by crimping them together. Using a spatula, transfer the pastries to the prepared baking sheet.
Bake for 15 to 18 minutes or until lightly golden. Cool completely before icing.
To prepare the icing, whisk the powdered sugar with the milk until smooth. Transfer the icing to a pastry bag with the end snipped. Drizzle over the pastries and immediately add sprinkles, if desired.
Allow the icing to dry completely prior to serving or storing.
To store in the freezer: Freeze pastries in a single layer. Once frozen, transfer to an airtight storage bag or container.
To reheat: Heat in the microwave, toaster oven, or oven until warm.