Beat egg yolks and whites separately and blend then. Add sugar powder gradually and continue beating for 10 minutes until stiff foam. Add warm milk and beat for 1 minute more, add vanilla sugar, sifted flour and mix until homogeneous texture.
Spread the prepared dough over a covered with wax paper baking tray in 1/6-1/4 inch (4-6 mm) layer and bake for 10-12 minutes until golden.
Turn the baking tray over a clean sheet of paper, put off the ready sponge cake and remove wax paper. Cover the cake with jam and roll it with the help of a paper under it.
Sprinkle the ready roll with sugar powder and cut into slices before serving.