Heat oven to 425. Lay puff pastry sheets out on work surface an roll them out into 10 inch squares, using flour if the pastry sticks. Cut each sheet into four 5 inch squares. Use a pastry brush to brush beaten egg along all four edges of each square. Place 1 heaping tablespoon peanut butter and 1 heaping tablespoon jam in the center of each puff pastry square and fold it in half diagonally, pressing edges together to enclose filling and working out any air. Use a fork to seal edges completely by pressing tines down to make a crimped pattern. Arrange pastry triangles on baking sheet. Brush surface of the turnovers with beaten egg. Bake til golden brown, about 25 minutes. Meanwhile, stir together powdered sugar and milk in small bowl to make a thick icing. For a thicker consistency, add more powdered sugar. Keep icing covered til ready to use Remove turnovers from oven and transfer them to a wire rack to cool slightly. Drizzle icing over surface of each turnover. Serve warm or at room temperature, the same day. Makes 8 turnovers.