Preheat the oven to 200C/400F/Gas 6.
Mix the sifted flour, suet, and salt together in a large bowl. Add enough water to make a soft dough, but not sticky.
Knead lightly on a lightly floured board for a few minutes before rolling out to a 1cm/½in thickness and a rough 20cm/8in square shape.
Spread a thick layer of jam over one side of the dough, leaving 1cm/½in border, which you dampen with a little water.
Roll up loosely, pinching the ends together as you go to stop the jam escaping. Place the roll on a large lightly buttered piece of silicon baking parchment, sealed edge down.
Join the ends of the paper and make a pleated join along the top to allow for the pudding to expand, then twist the ends like a sweet wrapper.
Put the pudding into a large loaf tin or a brownie tin. Fill a roasting tin with boiling water and place on the base of the oven. Then put your roly poly on the top rack for 35-40 minutes.
Serve a single thick slice, with homemade custard.