1. Preheat your oven to 180°C fan. Cut a 40cm sheet of greaseproof paper and put it on top of a sheet of foil that is about 50cm. Set aside.
3. In a food processor, blitz the butter and self raising flour until a fine breadcrumb consistency is achieved. Tip the mixture into a mixing bowl.
4. Add the suet and milk then gently incorporate using a wooden spoon or your hands. Turn out onto a lightly floured surface and roll out to a rectangle about 20cm x 30cm.
5. Spread with jam, leaving a 2cm border around the edges. Gently roll up from one of the short end, then punch the ends closed. Lift the roly-poly onto the greaseproof paper, seam side down. Gently wrap the roly-poly, not tightly as it will expand. Transfer to a baking tray.
6. Fill a large roasting tray with boiling water in the bottom of the oven and a shelf positioned above it. Bake for 50-55 minutes, until firm. Leave to rest for 5 minutes, then carefully unwrap and cut into slices and serve.