Put oven rack in middle position and preheat oven to 425°F. Line a baking sheet with parchment paper.
Roll out pastry on a lightly floured surface into a 12- by 10-inch rectangle, then cut in half lengthwise.
Cut each half crosswise into 4 (5- by 3-inch) strips (for a total of 8 strips).
Spread each strip with 1/2 tablespoon jam, then fold strips in half lengthwise to form 1 1/2-inch-wide strips. Twist each strip 3 times and place on baking sheet.
Bake until golden brown, 15 to 20 minutes.
Transfer twists to a rack set over a sheet of parchment. Stir together confectioners sugar, cream, and lemon juice until smooth, then brush over warm twists.
