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Place the flour, sugar and butter into a food processor and process it until it resembles fine breadcrumbs.
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Slowly adding the iced water until a smooth dough forms.
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Knead the dough into a ball on a lightly floured surface.
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Wrap in plastic wrap and pop it into the fridge for at least 30 minutes.
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Preheat oven to 350°F
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Roll dough on a lightly floured surface with a rolling pin until it is 3mm thick. Using a cookie cutter of your choice, cut out the pastry into 24 shapes. Place half of the "cookie" shaped pastry on a lined cookie sheet. Place a teaspoon of the jam onto the pastry and cover with the other half of the cookie shaped pastry.
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Brush tops with some milk and bake in preheated oven for 20 minutes.
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Serve warm.