Combine golden syrup, water, brown sugar, butter, and vanilla in a deep saucepan. Heat over medium until butter melts and the mixture gently simmers.
Mix self raising flour and caster sugar in a large bowl.
Rub cold butter into the flour mixture until it resembles coarse breadcrumbs.
Add egg and gradually mix in milk until a soft, slightly sticky dough forms.
Roll dough into small, even sized balls.
Drop dumplings into the simmering syrup, cover, reduce heat to low, and cook for 15 minutes without lifting the lid.
Remove lid and check that dumplings are puffed and cooked through.
Serve dumplings warm with plenty of syrup spooned over the top.