One of the mainstay recipes of Nanny's culinary repertoire for Nursery puddings, a classic British baked Jam Roly Poly - you cannot beat it! And, not just for children either, but "big" children, especially men love this pudding with lashings of custard! This pudding can be steamed as well as baked, but I much prefer the baked version for taste and ease. If you find shredded suet hard to obtain, put a block of butter in the freezer and grate it when it has frozen - this is the best substitute I know - it's the small grains or flakes of suet/butter that gives the pastry its rise and texture. I find the best jams for this delectable pudding are raspberry, plum and High Dumpsy Dearie; I have this recipe posted on Zaar: Recipe #253728. However, any other jam would be fine, depending on what you have available, and golden syrup is also delicious. Feel free to use vegetarian shredded suet as I often do, it is lighter than shredded beef suet, although not as traditional.