Preheat oven to 220 degrees celsius (210 degrees if using fan-forced).
Spray a non-stick baking tray with cooking spray and set aside.
Place the cheese into the Thermomix bowl and grate on Speed 9, 10 seconds. Set aside. Wash and dry the bowl.
Place the self raising flour and butter into the Thermomix bowl. Mix on Speed 6 for 6 seconds.
Add the milk and knead for 2 minutes.
Sprinkle extra flour over a board or flat bench.
Roll out the dough to a large rectangle 5mm thick.
Spread over the pizza sauce, then add the shaved ham, drained pineapple chunks and the grated cheese.
Roll up the dough (starting from one of the long edges) until you have a long tube.
Using a sharp knife, cut the roll into 3cm slices.
Place the slices cut side up onto the prepared baking tray.
Bake for 20-25 minutes or until golden (and hollow sounding when tapped).
Leave on a wire rack to cool and then place into an airtight container for up to 2 days.