A laying pipe configured for rotation about its axis in a rolling mill laying head, comprises a ferrous outer tube having an entry section aligned with its axis, an intermediate section curving away from its axis, and a delivery section having a constant radius measured from its axis. A ferrous inner tube has entry, intermediate and delivery sections respectively lining the entry, intermediate and delivery sections of the outer tube. The inner tube is constrained against movement relative to the outer tube solely by frictional contact with the outer tube. The inner tube is movable incrementally within the outer tube in one direction in response to heating and cooling cycles during rotation of the laying pipe about its axis.