Preheat your oven to 210 degrees and line an oven tray with baking paper.
Place the flour, butter and salt into the Thermomix bowl and mix for 10 seconds on speed 9 until mixture is the same consistency as bread crumbs.
Add the milk and mix for 7 seconds on speed 4 to combine.
Use the kneading function to knead the dough for 2 minutes
Turn the dough out onto a floured bench and using a rolling pin, roll the dough out until you have a 30cm x 40cm rectangle.
Spread the vegemite over the dough, leaving a 2cm gap around the edges.
Brush one long edge with a little bit of milk.
Scatter approximately 1 1/4 cups of cheese over the vegemite.
Starting at the long side (without milk) carefully roll the dough until enclosed.
Cut into 12 slices – approximately 2cm thick.
Place on a baking tray and sprinkle with the remaining grated cheese.
Bake in oven for 25 minutes or until golden brown on top and cooked through.