Heat the jam in a saucepan with the water until hot but not boiling, and strain. Spread the sheet cake with the strained jam. Roll the cake by pinching along the length of one of the short ends and gradually rolling. As you roll, you may find it helpful to lift the parchment paper on your end. Alternate between pressing, squeezing, and rolling. Roll as tightly as you can. When the cake is rolled, tuck the parchment paper under it and push against the roll with the side of your hand, tightening it as much as possible without causing the filling to ooze out the ends.