Preheat your oven to 180°C (350°F/Gas 4) and prepare a large sheet of baking parchment and a matching sheet of aluminum foil.

In a large mixing bowl, rub the cold cubed butter into the self-raising flour using your fingertips until the mixture resembles fine breadcrumbs.

Stir in the caster sugar, then gradually pour in the milk, mixing with a butter knife until a soft, pliable dough forms.

Turn the dough out onto a lightly floured work surface and roll it into a rectangle of approximately 20x30 cm (8x12 inches) and 1 cm thickness.

Spread the raspberry jam evenly over the dough surface, leaving a clear 1.5 cm (1/2 inch) border around all the edges.

Gently roll the dough up from the short end to form a neat log, then pinch the ends and the seam firmly to seal the jam inside.

Wrap the roll loosely in the baking parchment, then wrap it in the foil, leaving a bit of room for the pudding to expand, and place it on a baking tray.

Bake for 40 minutes until firm to the touch, then carefully unwrap the foil and parchment, brush with beaten egg, and sprinkle with Demerara sugar.

Return the unwrapped log to the oven for an additional 5 minutes until the top is beautifully golden brown and crispy.

Slice the hot roll into thick rounds and serve immediately with a generous pouring of warm vanilla custard.