These are super tasty and a great baking project to get kids involved in. We love these for afternoon tea but also think they’re pretty delicious served warm in the cooler months with vegetable soups, and stews. If making for adults too, consider adding some Kimchi or spicy pickles to the scrolls before rolling up.
For the dough: Combine the flour and salt in the bowl of a stand mixer with paddle attachment or large bowl.
Whisk the yeast into the lukewarm milk and leave for a few minutes for the yeast to activate and start to froth up.
Add this to the bowl of flour with the oil and either knead in the machine or by hand for about five minutes.
If using an electric mixer, turn out to a work surface and knead for a final minute then drizzle a little extra oil in the bowl and then pop the dough in there and cover with plastic wrap. Leave in a warm place for about 1 1/2 hours or until doubled in size.
To assemble: Lightly flour your work surface and gently roll out the dough so you have a large rectangle about 1 cm thick.
Spread this with the butter and then the Vegemite. Sprinkle with most of the cheese (leave a little to sprinkle on the finished rolls before baking).
Now, starting with the longest edge of your rectangle, roll into a long sausage, fairly tightly.
Preheat oven to 180C and line a couple of baking trays with parchment paper.
Cut the dough sausage into rounds and place, each one, swirly side up, on your prepared baking trays.
Whisk the egg and then gently brush on the top and sides of each scroll. Sprinkle with the extra cheese and sesame and either freeze at this point or leave for a final 30 minutes to cook straight away.
Pop in the oven for 15-20 minutes or until golden brown and nice and puffed up. Serve warm or freeze and thaw in the oven when needed.