Preheat oven to 180°C. Grease an ovenproof baking dish 20 x 30cm or larger.
Rub butter into the flour and baking powder until it looks like fine breadcrumbs. Add milk gradually and mix until it forms a dough. Place dough on a floured surface and roll out to 1 cm thick. Ensure it will fit the length of the dish once rolled up.
Spread jam over dough, roll up and place into baking dish.
Mix the water, sugar, butter and lemon zest together before pouring over the roll.
Bake for approx. 45 minutes until golden brown.
Dust with icing sugar and serve hot with cream, vanilla ice-cream or custard.