Line a baking tray with baking paper.
Cut the cheese into pieces and add to the Thermomix bowl. Grate for 5 seconds / speed 8. Set aside.
Knock the air out of the dough and then use a rolling pin to roll it out into a large rectangle, approx. 45cm x 35cm.
Use a knife to spread Vegemite all over the dough.
Sprinkle over the cheese.
Starting with the long side, slowly and carefully roll up the entire piece of dough like a Swiss Roll. Smooth it down and gently press it together to ensure it is even and isn't going to fall apart when you cut it.
Use a sharp knife to cut the dough into 12 equal slices.
Gently flatten each scroll and place on the baking tray.
Cover with a clean tea towel and leave for a second proof for around 30 minutes to rise slightly.
Meanwhile pre-heat your oven to 180C / 350F.
Bake the scrolls in the oven for around 15 minutes until golden brown.
Allow to cool slightly on a cooling rack before serving.