Pre-heat oven to 375F/190C. Line a baking sheet with parchment paper.
In a medium bowl beat together the ricotta cheese and the powdered sugar.
In medium bowl mix together the raspberries and jam.
Unroll the puff pastry and lightly roll out with a rolling pin. Cut into 16 triangles.
Arrange the triangles on the prepared baking sheet slightly overlapping to form a 19inch / 46cm row (see photos). Press down on the edges to keep it in place.
Spread the ricotta mixture down the row, then top with the raspberry filling. Start closing the triangles one at a time, starting at the top, gently press down to seal the edges. Gently form into a candy cane. Lightly brush with milk and bake for 15-20 minutes or until golden and baked.
Let cool 5-10 minutes on the baking sheet, then move the puff pastry with the paper to a wire rack to cool completely, drizzle with the glaze or dust with powdered sugar before cutting and serving. Enjoy!
VANILLA GLAZE
Stir together the sifted powdered sugar, cream or milk and vanilla until smooth. Add more or less cream to reach desired thickness.
Notes
If you prefer you could use strawberries instead of raspberries or even cherry pie filling. If you find that the raspberries are very sour you could stir in a little sugar. Store leftovers of the candy cane puff pastry in an airtight container in the refrigerator for up to 5 days.