Preheat the oven to 400°F (200°C) and adjust an oven rack to the middle position. Line a large baking sheet with parchment paper or a silicone baking mat.

Unfold the thawed puff pastry sheet carefully onto a lightly floured work surface. Using a sharp knife or pizza cutter, cut the pastry sheet into 12 to 15 equal squares (approximately 2.5 to 3 inches per side).

While the Brie is still chilled, cut the cheese into small cubes, approximately 3/4-inch square, ensuring the rind remains intact on each piece. Set aside one cube for each pastry square.

Place all the cut pastry squares onto the prepared baking sheet, spacing them slightly. Place a small, centered dollop of jam (about 1/2 to 3/4 teaspoon) onto the center of each square, followed by one square of the cut Brie cheese directly on top of the jam layer.

To seal the bites, bring two opposing corners of the pastry square together over the center of the cheese and pinch firmly. Then, bring the remaining two opposing corners up to meet the center point. Pinch all four seams together securely. Use the tines of a fork to crimp and reinforce the seams and edges.

Prepare the Egg Wash: Whisk the large egg with the teaspoon of water or milk until well combined. Use a pastry brush to lightly coat the tops and sides of each assembled pastry with the egg wash for a golden, glossy finish.

Bake for 15 to 18 minutes, or until the puff pastry is fully puffed, flaky, and beautifully golden brown. The Brie should be visibly melted.

Remove the baking sheet from the oven and allow the appetizers to cool on the sheet for at least 5 to 10 minutes. Serve warm (not piping hot) to ensure the molten filling has time to set slightly.