To make the filling, warm the cranberries and icing sugar together in a saucepan until the fruits begin to soften. Increase the heat, so the juices boil and become jammy. Pour the mixture into a bowl, then stir in the cranberry sauce or jelly. Leave to cool. Butter and lightly flour a large sheet of greaseproof (about 40 x 30cm), and sit it on a bigger sheet of foil. Put a steamer on to simmer.
For the dough, mix together the flour, suet, caster sugar and orange zest with a wooden spoon. Stir in some milk until the mixture reaches the consistency of a soft pastry. Gather together into a ball, but don’t overwork or it will toughen.
On a lightly floured surface, roll the dough into a rectangle about 22cm x 25cm. Spread with the cooled cranberry mix, leaving a 2cm border around the edge. Moisten the border with cold water or milk before rolling into a cylinder. Start by tucking over the border of one of the short ends, then lift as you roll (see step 1, click photo above) so the jam doesn’t get squeezed out. With the long join underneath, lay the roly-poly in the centre of the parchment paper. Fold over the long paper and foil edges to seal, leaving enough space above the pudding to allow it to rise. Squeeze the paper ends together tightly to seal them.
Lay the parcel in the steamer over the simmering water, cover and steam for 1¼-1½ hrs, until firm to the touch. Rest for a min or two before unwrapping, slicing and serving. Vanilla custard is the perfect accompaniment and the roly-poly is best eaten as soon as it is made.