Preheat oven to 400Â°F.
Roll out pastry sheet on work surface to remove creases.
Brush pastry with water.
Starting at 1 edge, roll up pastry tightly jellyroll style.
Cut pastry into generous 1/4 inch thick rounds.
Place sugar on plate and press 1 round into sugar.
Set round on baking sheet, sugar side up, tucking end under.
Repeat with remaining pastry rounds.
Press center of each round with finger to form small hollow.
Spoon 1 teaspoon jam into each hollow.
Sprinkle pastries with additional sugar.
Bake pastries until golden brown, about 20 minutes.
Cool on racks. (Can be prepared 6 hours ahead.)