Cut the thawed sheet of puff pastry into 8 rectangles and separate from themselves. I like to do 4 rows and then cut across it in half to make the 8.
On one half of the rectangles scoop about 1 to 2 tablespoons of the jam. Do not add too much as it may cause it to leak out during baking. So 4 rectangle should have filling on top and 4 should be plain.
Place the plain puff pastry over top and use your fingers to push down and seal the pastry together. Then use a fork to crimp and seal the edges together. If you like you can use a knife to cut off any uneven edges and make them have straight edges like you can see in picture 4. Use a fork to also make a few small holes in the middle for ventilation.
Place onto a lined baking sheet and repeat the process with the other puff pastry sheet. Lightly brush with the non-dairy milk.
Bake for 20 minutes or until golden brown. Remove from the oven and allow to cool for 10 minutes.
Make the icing by combining the powdered sugar, 2 to 3 teaspoons of non-dairy milk, and vanilla extract in a small bowl. You can make the icing as thin or thick as you like by adding in more or less liquid. I always like to add in slowly until I reach my desired consistency.