Place flour, sugar and salt in a food processor; pulse until blended. Add butter; pulse until butter is the size of peas. In a small bowl, whisk egg, 2 tablespoons milk and vanilla. While pulsing, add egg mixture to form moist crumbs. If needed, add more of the remaining milk, 1 teaspoon at a time, to form moist crumbs. Divide dough in half. Shape each into a disk; wrap and refrigerate 1 hour or overnight. , For the filling, in a small bowl, combine jam, cornstarch and vanilla extract., Preheat oven to 375°. On a lightly floured surface, roll half the dough into a 12x8-in. rectangle. Cut into eight 4x3-in. rectangles. Transfer to a parchment-lined baking sheet. Whisk egg; brush over rectangles all the way to edges. Spoon about 1 tablespoon filling over each pastry to within 1/2 in. of edges. Roll remaining dough into a 12x8-in. rectangle; cut into eight 4x3-in. rectangles and place over filling. Press edges with a fork to seal., Bake until edges are golden brown and filling is bubbly, 15-18 minutes. Remove from baking sheet to a wire rack to cool. For frosting, mix confectioners’ sugar and milk until smooth. Spread on pastries. If desired, sprinkle with nonpareils. Let stand until set.