Mix the flour, suet, sugar and a good pinch of salt in a large bowl, then stir in the water a little at a time until you have a soft, slightly sticky dough.
Roll the dough out on a well floured surface into a rectangle about 20 cm by 30 cm.
Spread the jam over the pastry, leaving a 2 cm border clear all the way around. Brush the border with milk.
Roll the pastry up from one of the long sides into a log, pressing the seam and the ends to seal the jam in.
Wrap the roll loosely in baking parchment, then in a layer of foil, twisting the ends closed so the parcel looks like a giant cracker. Steam in a lidded pan of simmering water for 1 hour 30 minutes, topping up with hot water as needed, or bake the parcel on a tray at 190°C for 35 to 40 minutes.
Unwrap carefully, let it stand for 5 minutes, then slice thickly and serve with custard.