1. On a lightly floured work surface, roll out pastry sheets to 1/8 inch thick. Cut each sheet into quarters and place on a parchment-lined rimmed baking sheet. Spoon 1 heaping tablespoon jam in center of each piece, brush edges with egg yolk, fold into triangles, and press tightly to seal. Freeze pies until firm, 30 minutes.

2. Preheat oven to 375 degrees. Bake pies until golden and puffed, 20 to 25 minutes. Let cool completely on sheet on a wire rack. Whisk lemon juice and confectioners' sugar until smooth. Drizzle glaze over cooled pies and let set 20 minutes.