Set out 4 large sheets of parchment paper.
Once the dough has been chilled, cut it into 4 equal sections (about 12 inches for each section).
Place each section of dough onto a sheet of parchment paper, lightly sprinkling the tops of the dough with flour. Roll each out into equal-sized, ¼-inch thick circles, each about 12 inches in diameter.
Transfer one of the circles of dough, with the parchment paper, to a large baking sheet. Spread about ½ cup of the jam mixture onto the circle of dough, leaving about a 1-inch perimeter around the edge.
Carefully transfer another circle of dough (without parchment paper) onto the jam-topped circle. Top with ½ cup jam. Repeat this with another circle of dough and ½ cup of jam. Finally, carefully place the last round of dough on top. You should end up with 4 layers of dough with jam between each of the inner layers.
Using a 4-inch round cookie cutter (or the rim of a bowl or a glass), make a circular imprint directly in the center of your dough without cutting through the dough. (You can leave the cookie cutter in place for the next step if that helps.)
Using a very sharp knife, cut the dough into 16 equal-sized sections, starting from the outside of the cookie cutter (or indentation) to the outside of the circle, leaving the center circle intact. You will end up with 16 sections that are shaped like wedges or isosceles triangles.
Pick up 2 adjacent sections at a time and twist them outwards (away) from each other 2-3 times. Pinch the bottom edges together to form one star point.
Repeat the twisting steps with the remaining 14 sections of dough. You will end up with 8 star points in total.
Cover loosely with a clean towel and place in a warm area to rise for 1-2 hours, or until doubled.
Near the end of the rise time, preheat the oven to 350°F.
In a small dish, whisk together the egg and water.
Brush the bread evenly with the egg wash, and bake for 30-35 minutes, or until golden brown. Allow the bread to cool completely.
Dust confectioners' sugar over the cooled bread. Enjoy!