Heat the oven to 200C/400F/Gas Mark 6.
Mix flour and salt.
Rub in the lard and margarine and stir in the sugar.
Mix to a stiff paste with the egg. Add a little milk if necessary.
Divide the mixture into two.
Place one piece on a greased baking sheet and cover with jam.
Place the other piece of the mixture on the top and nip the sides.
Bake for 15 to 20 minutes.
When cool, cut into triangles.