In food processor fitted with steel blade, pulse flour, butter, salt and sugar 10-12 times or until butter is consistency of small peas. Add water and pulse 5-7 more times or until dough starts to come together. Turn out onto floured surface and shape into 2 round discs. Cover in plastic wrap and refrigerate for 1 hour.
Preheat oven to 450°F. Roll out dough to 1/4-inch thickness, and cut into 3 1/2-inch by 7-inch pieces. Each dough round should yield 4 pieces. Lightly brush edges of dough squares with egg and spoon 1 tablespoon jam on one side of dough within egg-basted edges. Fold dough in half and crimp edges with fingers and then press down edges of dough, about 1/4 inches, with the tines of fork.
Place hand pies on baking sheet lined with parchment paper and brush tops with egg wash and bake for 15 minutes or until crust is golden. Remove from oven and allow cooling.
While hand pies are resting, mix sugar glaze by adding powdered sugar, milk and vanilla to medium-sized bowl and whisk to mix well. If mixture is too thick, add more milk, 1/4 teaspoon at a time, to thin.
When hand pies are cooled, drizzle the tips with sugar glaze and serve.
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