Preheat oven to 375°F (190°C) and line a baking sheet with parchment paper.
In a large mixing bowl, combine oat flour, protein powder, baking powder, and salt.
Incorporate Greek yogurt into the dry ingredients until a cohesive dough forms.
Transfer dough to a floured surface and roll into a large rectangle roughly 1/8 inch thick.
Cut the dough into 16 equal rectangles of approximately 3x4 inches each.
Distribute 1 tablespoon of sugar-free jam onto the center of 8 rectangles, leaving a half-inch border.
Cover with the remaining 8 rectangles and seal edges firmly using the tines of a fork.
Prick the top of each pastry three times with a fork and brush surfaces with the beaten egg wash.
Bake for 12 to 15 minutes until the crust is firm and lightly golden brown.
Whisk powdered erythritol and almond milk together until smooth, then drizzle over completely cooled pastries.