Beat the eggs with the sugar. Add the oil, the baking powder with flour and vanilla. Stir until you get a thick cake dough.
Lay out a rectangular tray with baking paper. Distribute the dough evenly and bake it in a preheated oven until ready.
While the layer is still warm, wrap it into a roll using a wet and drained cotton towel.
Unroll it carefully and smear with marmalade of your choice. Wrap it back up and leave it to harden.
Cut into slices before serving.