Here is a Guardian recipe by Hugh Fearnley-Whittingstall for a baked jam roly poly (scroll down). It involves the proportions -- two parts flour to one part suet -- that you would use in a dumpling. But the dough should not be as moist as dumpling dough. Be careful, is my advice: you find, as you do when making pastry, that at one moment the dough will not cohere, and that at the next moment, after you've added more water, it's soggy.
My roly poly was a sticky mass, which collapsed, leaking jam, when I attempted to roll it. It was perfectly edible, though -- but, again like over-moistened pastry, tougher than it should have been.
I was pleased to learn, from Nikki Duffy's accompanying Source It column, that the Atora Light suet in my roly poly contained no hydrogenated fat.