Can Jam be reheated?
Sure it's safe, there's no risk in putting jam in baked goods. It says refrigerate after opening so it doesn't spoil after being left out too long - some people don't realize it needs to be refrigerated after opening because it is stored in the cupboard before opening. 

The important thing for food safety is to make sure that the pastries are eaten soon enough after baking. The cream cheese will go off sooner than the jam will, so don't let them sit around.