This Spanish cake roll, also associated with Puerto Rican cuisine, is similar to a Quebecoise Yule Log or British style sponge roll jam cake. It features a light sponge cake that is filled with rum/vanilla whipped cream. You can also fill it with jam or a thin layer of dulce de leche, and then the whipped cream for this deluxe recipe. Brazo Gitano translates as Gypsy’s Arm. It makes a perfect holiday cake.