Preheat the oven to 200C/400F/Gas 6. For the jam, heat a small frying pan until hot, then add the strawberries and cook for one minute. Add the sugar and lemon zest and juice and cook for 3-4 minutes, until the sugar has dissolved and the mixture has thickened slightly.
Transfer half the mixture to a blender, blend to a purée, then return it to the pan with the remaining cooked strawberries, mix well and cook for a further 3-5 minutes, until thick. Remove from the heat and leave to cool.
For the roly poly, put the flour, sugar, suet and lemon zest in a bowl and mix well. Make a well in the centre, then gradually mix in enough water to make a soft dough. Knead lightly until smooth.
Turn onto a floured surface and roll out to an oblong about 1cm/½in thick. Spread the jam onto the pastry leaving a 2.5cm/1in border. Roll up from the long side into a pinwheel. Place the roly-poly in a loaf tin and cover with kitchen foil, sealing tightly.
Put a plate upside-down in the base of a large saucepan, place the loaf tin on top and fill the pan two-thirds full of water (do not allow the water to reach the top of the tin). Bring to the boil. Cover, reduce the heat and simmer for one hour. Remove the pudding from the tin and place on a baking tray. Bake for 15-30 minutes, or until browned.
For the custard, put the egg yolks and sugar in a bowl and whisk until well blended. Put the milk, cream and vanilla pod in a saucepan and bring to the boil. Immediately reduce the heat and simmer for one minute. Pour the milk onto the egg mixture and whisk in. Return the mixture to the saucepan and heat slowly, until the custard has thickened enough to coat the back of the spoon. Remove and discard the vanilla pod. Serve the roly poly with the custard.