Preheat the oven to Gas Mark 4, 180°C, 350°F. Fill the kettle and put on to boil. Mix the flour, salt and suet together in a bowl. Use a round bladed knife to stir in about 90ml/6tbsp cold water to give a soft dough. Transfer to a lightly floured surface and knead to make a smooth, elastic dough.
Roll out the dough on a floured surface to a 25 x 20cm (10x8in) rectangle. Spread the jam over the surface leaving a 5mm ¼in border clear of jam.
Brush the border with milk, then starting from a short end roll up the pastry like a Swiss roll. Lay a a large piece of foil out on the work surface, top with a piece of nonstick baking paper. Place the pastry roll seam side down in the centre of the baking paper and wrap loosely, folding the ends to seal but leave enough room for the pastry to rise.
Place the roly poly in a roasting tin, add 1cm boiling water from the kettle to the roasting tin and bake for 1hr. Delicious served with custard.
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