Learn How to Make a Battenberg Cake from Scratch, it is an English classic! This Battenberg cake consists of fluffy checked sponge all sandwiched together with jam and wrapped in thick almond marzipan. A beautiful, flavourful cake that goes perfectly with a nice cup of tea. Homemade battenberg is awesome, and this recipe makes TWO. Sounds like overkill, but the first one will be gone before you've even finished your cup of tea, so it really is a good idea to make two.