Makes 8 turnovers.
For the pastry, cream the butter and icing sugar by hand, with electric beaters or in a stand mixer fitted with the paddle attachment until smooth and fluffy. Add the egg yolks and vanilla and beat in. Add the flour and salt and stir until the dough comes together. Shape the dough into a disc, wrap in plastic wrap and chill for at least 2 hours before rolling.
Preheat the oven to 325ºF (160ºC) and line a baking tray with parchment paper.
Lightly knead the dough on a lightly floured surface to soften it slightly (this prevents the dough from cracking as you roll) and then roll it out into a rectangle that is about ¼-inch (6 mm) and then trim the edges to 12” x 16” (30-x-40cm). Use a knife or pastry cutter to cut 16 rectangles (4 by 4). Stir the jam to soften it, and spoon a generous tablespoonful onto 8 of the rectangles and spread it a little. Use a fork to dock the remaining 8 pastries and set these over of the jam-topped rectangles. Use your fork to press the edges of each pastry to seal it. Bake the pastries for 15-20 minutes, until a light golden brown and let them cool on the tray, on a rack. For added precision, you can trim the edges of the pastries while they are still warm.
For the glaze, whisk the icing sugar with the milk and vanilla until smooth and flowing (add a little more icing sugar, if runny). If you wish, add a little food colouring gel. Drizzle this over the turnovers and finish with sprinkles. Allow the glaze to set for at least an hour before storing in an airtight container.