hi,
i've found this recipe that says to boil the pudding, hope this helps.
mary

JAM ROLY POLY PUDDING (Source:- Edmonds Cookbook)


225g (8 ozs) flour 1 1/2 tsp baking powder
1/2 tsp salt cold water to mix
125g (4ozs) grated suet jam (raspberry or apricot)


Sift flour, salt and baking powder, chop in grated suet and
mix to a stiff dough with cold water. Roll pastry into a oval
shape about 6mm (1/4 in) thick. Spread jam over, leaving a
margin around the edges. Wet edges, roll up and seal the ends.
Scald and flour a pudding cloth (an old tea towel does the job
fine) put in the dough. Tie the ends with string, leaving room
for pudding to swell. Boil 2 hours. Serve with custard or
jam sauce.