Mix together the water and oil and set aside. Place the flour, yeast and salt into the bowl of a stand mixer. Mix briefly until combined. Add the water and oil and mix on medium low speed for 5-6 minutes.
Once mixed remove the dough from the bowl and knead briefly on the bench top. Once kneaded return the dough to the bowl and cover the bowl with cling film and place it into a pre-heated oven steam setting 40 °C for 30 minutes.
While the dough proves grate the cheese and set aside.
Once the dough has proved place it on a lightly floured bench and roll the dough out to a large rectangle about 1cm thick.
Lightly spread the vegemite over the surface of the dough and then sprinkle the cheese over the vegemite. Roll the dough into a tight sausage leaving a 5cm gap at the seam. Dab a little water at the seam and seal the roll. Wrap the dough in cling film and place in the fridge to cool for 20 minutes.
Once the dough has rested remove it from the fridge and cut away 5cm from the end. Lightly spray the spring-form tin with oil and cut it into 5-6cm portions.
Place the dough pieces into the tin cut side facing up and leave it to rest for 5 minutes. Place the tin into a pre-heated oven combi setting 185 °C for 15-18 minutes.
Once baked remove the scrolls from the oven and remove from the tin. Cool on a cake rack and pull the scrolls apart at the seams and serve warm.