Sift the flour, salt and baking powder into a mixing bowl. Add the butter and rub it together using your fingertips until it resembles breadcrumbs. Stir in the sugar. Add the egg and mix to a soft but not sticky dough, adding a little water if necessary.
Shape into a ball and cut in half. On a floured surface, roll each half out into a circle about 1 1/2cm thick. Place one half on a greased baking tray, prick it all over and spread with warm jam, leaving a narrow margin around the edge.
Cover with the remaining half of the dough, pinch the edges firmly together.
Brush the top with milk and sprinkle with sugar.
Bake in the centre of the preheated oven for 30-35 minutes, until well risen and golden brown.