Preheat oven to 200 degrees Celsius (fan forced). (See notes)
Grease and line a 23cm round, springform baking tin with baking paper, and set aside until needed.
Weigh the self-raising flour and butter into the Thermomix bowl. Mix for 6 seconds, Speed 6.
Add the milk and knead for 2 minutes, Kneading Function.
Transfer the dough to a lightly floured cutting board and roll into a long rectangular shape, about 1 cm thick.
Spread the butter and then the Vegemite over the dough, leaving a 1cm border.
Weigh the cheese, roughly chopped into cubes, into the Thermomix and grate for 8 seconds, Speed 8.
Sprinkle the grated cheese over the Vegemite.
Starting from the long edge of the rectangle, roll the dough firmly into a log.
Using a sharp knife, cut the roll into 3-4 cm slices.
Place the slices, cut side up, into the prepared tin.
Bake for 15-20 minutes or until golden. The scrolls will sound hollow when tapped once baked.
Leave the scrolls to cool in the tin for 10 minutes. Transfer to a wire rack to cool completely.