A Jelly Roll is a rolled cake and jelly and, some times, sugar creme confection. When I was a boy they were pink and white.

"Jelly Roll" is a double entendre as used in song lyrics, particularly the blues, and is frequently a euphemism for both the sex act ("I ain't had no jelly roll") and the female sexual organs ("My baby's got sweet jelly roll"). This from a male point of view, clearly. But I seem to recall but cannot identify an instance where a female singer used the phrase to represent the male sexual organ as well.

regards, Fortunato