Going down South, gonna have a big time,
See my girl down in old Caroline,
Drink my booze and do as I please
For all the girls I long to squeeze,
Singing the song of my Dixie Darling,
There's where I long to be going,
There's where the jelly roll's rolling
With my Dixie queen.

So, what is meant by jelly roll? I doubt that it is a reference to the pastry, or the famous New Orleans jazz pianist either. I've seen this euphamism in several lyrics. I suspect something sexual, since the phrase appears in some blues now and then.
Jim