Preheat oven to 220 degrees celsius (200 degrees if using fan-forced).
Place the greek yoghurt and self raising flour into your Thermomix bowl and mix for 10 seconds, Speed 4, to combine.
Mix on Interval (kneading function) for 2 minutes.
Sprinkle extra flour over a board or bench. Add the dough and roll out to 1cm thick.
Spread the pesto over the dough and sprinkle over the grated cheese.
Roll up the dough, starting from one side until you have a long tube. Using a sharp knife, cut the roll into 3cm slices.
Place the slices cut side up on a baking tray (leave a small gap in between each scroll).
Bake for 15-20 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.
*The scrolls can be frozen in an airtight container or sealable plastic bags.