1. Preheat your oven to 200°C and line a tray with baking paper.
2. Combine flour and butter together in a large bowl. Rub the butter into the flour using your fingertips until you have the texture of coarse breadcrumbs.
3. Make a well in the centre of the flour mixture and add the milk. Use a butter knife to bring the mixture together until just combined.
4. Turn the dough out onto a lightly floured surface. Knead gently then use your hands to form a rectangle.
5. Roll the dough out into a 40cmx20cm rectangle. Spread with VEGEMITE and sprinkle with cheese.
6. Starting with the longest edge towards you, roll the dough into a tight log.
7. Using a sharp knife, cut the log in half down the length.
8. Place one half on top of the other to form a cross and twist to form one long rope. Roll the rope to form a spiral then transfer to the prepared tray. Bake for 20 minutes or until cooked through and golden brown.