Combine chilled butter, flour, and sugar in bowl. Cut with two knives or pastry cutter until mixture resembles coarse meal. Beat in egg, and work mixture with fork or fingers until smooth. Shape into ball, wrap, refrigerate 1 hour or until firm.
Divide the dough in two. Roll out each half to form a rectangle and place on a greased baking sheet. Bake at 250°F/125°C for 40 minutes.
Spread the raspberry jam evenly over one warm cake sheet. Place the second sheet of cake on top and press down carefully.
Mix the powdered sugar with the lemon juice and about 4 tablespoons of water until smooth. Ice the cake while it’s still slightly warm.