Line a baking sheet with parchment paper. Preheat the oven to 400 degrees.
In a medium bowl, sift together the flour, baking powder, salt, and 2 tablespoons sugar. Set aside.
Using the large holes of a box grater, grate the frozen butter into the flour mixture. Using your hands, lightly toss the flour and butter together. If the butter starts to soften, pop the mixture into the freezer for about 5 minutes to allow the butter to harden.
Stir enough ice water into the flour and butter mixture to form a soft, shaggy dough that comes together to form a loose ball. If dough is too dry, add more ice water by tablespoons.
Transfer the dough onto a lightly floured board, gently kneading it just to combine (5 or 6 turns), but not allowing the butter to melt.
Rub a rolling pin with flour and, on a flat surface lightly sprinkled with flour, roll the dough quickly into an approximately 9-by-13-inch rectangle.
Spread 4 or 5 tablespoons jam over the surface of the dough, leaving a 1-inch border on all sides. Starting from one long end, roll up the pastry like a jelly roll, brushing excess flour off the pastry as you go.
Seal the end seam with a little water and tightly pinch the ends to prevent the jam from seeping out. Place the pastry, seam side down, on the prepared baking sheet. Brush lightly with milk and sprinkle liberally with granulated sugar.
Bake until the pastry is puffed and golden brown, and little rivulets of jam are bubbling out the ends, about 30 minutes. Let cool briefly on the baking sheet and slice into 6 portions using a serrated knife. Warm the reserved jam in a small saucepan, or in a bowl heated in the microwave, and drizzle over slices of the pastry, if desired.