Make the pastry dough: In a large mixing bowl, whisk together the flour, caster sugar, baking powder, and salt. Add the cold cubed butter and rub it into the flour using your fingertips until the mixture resembles coarse breadcrumbs — you should see small, pea-sized pieces of butter remaining. Add the cold milk and stir with a wooden spoon until a shaggy dough forms. The dough should feel cool to the touch and hold together when pinched.

Chill and roll: Turn the dough onto a lightly floured surface and bring it together into a rectangle. Wrap in cling film and refrigerate for 15 minutes — this resting time relaxes the gluten and keeps the pastry tender. After resting, roll the dough into a large rectangle about 3mm thick. The dough should feel smooth and slightly firm, not sticky.

Cut and fill: Using a sharp knife or pastry wheel, cut the dough into 8 equal rectangles (about 10cm by 12cm each). Spoon 1 tablespoon of jam into the centre of 4 rectangles, leaving a 1cm border around the edges. Brush the edges of these bottom rectangles with beaten egg — you'll see the egg wash glisten on the dough. Place the remaining 4 rectangles on top and press the edges firmly to seal. Press the tines of a fork along the sealed edges to create a decorative crimp; this also ensures the filling stays inside during baking.

Bake until golden: Preheat your oven to 190°C (fan-assisted). Place the pastries on a baking sheet lined with parchment paper, spacing them about 3cm apart. Brush the tops with the remaining beaten egg — this gives them a deep golden-brown sheen. Bake for 12–14 minutes, rotating the tray halfway through. The pastries are ready when they're puffed up and the bottoms make a hollow sound when tapped. The edges should be a rich golden brown and the tops glossy from the egg wash.

Cool completely: Transfer the pastries to a wire rack and let them cool for at least 20 minutes. The pastries need to be completely cool to the touch before icing — if they're even slightly warm, the icing will slide right off. You should hear a slight crackle as they cool on the rack.

Prepare the gelatin-free icing: In a small bowl, whisk together the icing sugar, 2 tablespoons of milk, and vanilla extract until smooth. The icing should be thick enough to coat the back of a spoon but runny enough to drizzle — if it's too thick, add a drop more milk; if too thin, add a little more icing sugar. The texture should look like thick double cream and feel silky when stirred.

Ice and decorate: Spoon the icing over the cooled pastries, using the back of the spoon to spread it evenly to the edges. The icing will set within 10 minutes, forming a smooth, glossy shell that cracks slightly when bitten. Add sprinkles immediately after icing, before it sets. Let the icing set completely for another 15 minutes before serving or storing.