1.Preheat oven to 180C. In a large bowl, put the flour and salt. Cube the butter, add to the bowl and rub in using your fingertips until combined.
2. Sprinkle over some water while continuing to mix, adding enough to produce a soft damp dough.
3. Flour your hands and pat the dough into a ball on a floured bench then roll out into a rectangular shape approximately 2cm thick.
4. Spread generously with jam, stopping 5cm from the edges then roll. Transfer to a baking tray, glaze with milk and bake for 30 minutes or until golden.
5. To make the custard, bring the milk and vanilla to a simmer in a heavy based saucepan. In a bowl, whisk the yolks and sugar until light, then whisk in the warm milk.
6. Return to the clean saucepan and cook over a gentle heat for 10 minutes, stirring with a wooden spoon until the custard coats the back of the spoon. Serve with the roly poly.
