This is a good old-fashioned recipe. I think from what I could gather from my Mother and Grandmother, Australians made Jam Roly Poly from left over savoury, usually, or sweet pastry. The purpose was not to waste anything, especially during and after the war years. If you have left over pastry you can use that instead of the recipe below. This was a recipe that my Mum used when she wanted to fill the stomachs of the stockmen and shearers. Warning the Roly Poly it will caramelise. Do not use the glaze with you are making a Roly Poly from left over sweet pastry.