This is the Scottish roll, though there are other types made there.   You can make a fairly similar sort of plain roll using any basic white bread recipe; but this is the authentic bap.

Ingredients

1 pkg yeast
1 tsp white sugar
½ cup water
½ cup milk

1 lb flour
¾ tbsp salt
2 oz lard

flour to dust the baps

Directions

Preparing the Yeast
Heat the milk and water in a saucepan until tepid (blood heat).   Put the liquid in a warmed mixing bowl.   Dissolve a tablespoonful of sugar in it, and sprinkle the yeast over the top.   Leave until the yeast has proved (i.e. turned foamy), which should take about five or ten minutes.

Making the Dough
In a large bowl, mix the salt into the flour.   Rub the lard in.   Add the dissolved yeast, and mix thoroughly to a soft dough.   (It should not be sticky.   If it is, then add a little more flour.)

Leave the Dough to Rise

Kneading the Dough
Punch the risen dough down, and take it out of the bowl.   Shape it into a large round ball, and put it on a clean flat surface (such as a kitchen counter) that has been dusted with flour.   Press the heels of both hands into the dough, and push firmly down in a direction slightly away from you.  Pull the dough up over itself, and repeat the process.   Occasionally give the dough a half turn, so that it gets well pummelled in all directions.   Do this for at least five minutes.

Shaping the Baps

Second Rising
Cover the baps with a clean cloth, and leave them in a warm place for an hour or two to rise again.

Baking
Bake at 425°F for about fifteen minutes until the crust is a rich golden brown.   (This has to be judged under the flour.)   Remove from the oven, and cool on a wire rack.

Makes approximately a dozen baps.