We study the interaction of intense ultrashort laser pulses with cryogenic He jets using 2d/3v relativistic Particle-in-Cell simulations (XOOPIC). Of particular interest are laser intensities (10 15 − 10 20 ) W/cm 2 , pulse lengths ≤ 100 fs, and the frequency regime ∼ 800 nm for which the jets are initially transparent and subsequently not homogeneously ionized. Pulses ≥ 10 16 W/cm 2 are found to drive ionization along the jet and outside the laser spot, the ionization-front propagates along the jet at a fraction of the speed of light. Within the ionized region, there is a highly transient field, which may be interpreted as two-surface wave decay and as a result of the chargeneutralizing disturbance at the jet-vacuum interface. The ionized region has solid-like densities and temperatures of few to hundreds of eV, i.e., warm and hot dense matter regimes. Such extreme conditions are relevant for high-energy densities as found, e.g., in shock-wave experiments and inertial confinement fusion studies. The temporal evolution of the ionization is studied considering theoretically a pump-probe x-ray Thomson scattering (XRTS) scheme. We observe plasmon and non-collective modes that are generated in the jet, and their amplitude is proportional to the ionized volume.Our theoretical findings could be tested at free-electron laser facilities such as FLASH and the European XFEL (Hamburg) and the LCLS (Stanford).Keywords: Warm and hot dense matter, pump-probe x-ray Thomson scattering experiments, dense plasma jets, two surface plasmon decay.