Preheat oven to 210°C. Line a baking tray with baking paper and set aside.
Combine yogurt and flour in a bowl and mix together to form a dough. Knead dough on a floured bench until a ball forms. Add additional flour if the dough is still sticky.
Roll the dough in to a large rectangle using a rolling pin.
Melt butter and marmite in a microwave and mix. Brush mixture over the dough (keeping a small amount aside for the top), then sprinkle the cheese over top.
Roll the dough lengthwise into a long log and cut into 2cm pieces.
Place flat on a tray and brush again with the remaining melted butter and marmite.
