Directions
Preparation:35min  ›  Cook:20min  ›  Extra time:1hour rising  ›  Ready in:1hour55min 

1. Place yeast, sugar and warm water in a jug. Whisk with a fork until yeast has dissolved. Stand in a warm place for 10 minutes or until frothy.
2. Sift flour into a large bowl. Make a well in the flour and add salt, yeast mixture and oil. Mix to form a soft dough. Turn out onto a lightly floured surface. Knead the dough vigorously for 10 to 15 minutes or until smooth and elastic. Test by the elasticity by stretching a small amount of dough into a rectangle: it should form a thin 'window' in the centre.
3. Place the dough in a large, lightly greased bowl. Set aside in a warm place covered with either a tea towel or plastic wrap to prevent 'skinning'.
4. After about 1 hour, or when the dough has doubled in size, using your fist, punch down the dough to 'de-gas' it. Turn onto a lightly floured surface and knead until smooth.
5. Using a rolling pin, roll the dough into a rough rectangular shape approximately 5-8mm thick, dusting where appropriate to stop the dough sticking to the surface or rolling pin.
6. Smear the Vegemite on the rolled dough using a knife. Do not worry about getting a totally smooth coverage, it is OK if the Vegemite is in small lumps, as long as it is distributed evenly across the dough.
7. Take the grated cheese and sprinkle it evenly across the rolled dough, similar to making a pizza topping.
8. Starting with one of long edges of the rectangle, roll the dough over on itself forming a 'sausage'. If necessary, brush some milk along the trailing edge of the dough to help keep the roll closed.
9. Cut the roll into 2cm slices and place on a pre-oiled or non-stick baking tray. Make sure to give each of the scrolls sufficient room to expand. Brush each scroll with a lightly beaten egg and leave the scrolls to stand for another 10 minutes.
10. Preheat the oven to 200 degrees C (conventional) or 180 degrees C (forced fan) then place the scrolls in the oven for 15-20 minutes or until golden brown. Serve at room temperature. Alternatively place the scrolls in a freezer bag and freeze for up to two months.