Preheat your oven to 400°F and pull your dough out of the freezer about 15 minutes beforehand. You want it soft enough to roll flat but still cold to the touch. Working with dough that's too warm makes it sticky and harder to slice into clean strips.
Use a sharp knife to cut a shallow ring around the top of the brie and lift off that top layer. Spoon in about 3 tablespoons of jam, being careful not to overfill it so the cheese doesn't ooze out too early. Replace the top piece and set the whole thing aside.
Roll the dough flat on a cold surface, then slice it into thin strips with your knife or pizza cutter. Wrap the strips around the brie one at a time, crossing over each other to mimic mummy bandages. Leave a small open gap near the top for the eyes to peek through.
Once wrapped, use a knife to cut two tiny slits in the open gap and press a dried cranberry or raisin into each one. Whisk your egg yolk with a splash of water, then brush it evenly over the pastry, avoiding the eyes so they stay visible.
Transfer the wrapped brie to your baking dish and bake for 20 to 24 minutes, until the pastry turns deep golden brown and the cheese looks soft underneath. Let it rest for a couple of minutes before serving warm.