Roll out puff pastry into a rectangle, and spread a thin layer of homemade or store-bought jam on 1 half. Fold the other half over. Lightly brush with beaten egg, and sprinkle generously with sanding sugar. Slice dough into 1/2-inch strips; twist and curl each. Arrange on baking sheet, and freeze for 15 to 20 minutes. Bake at 400 degrees until golden, about 15 minutes.
Storage: Unbaked jelly curls can be frozen for up to 6 months.