In a large bowl, combine the flour, yeast, salt and sugar. Add the olive oil and about 250ml warm (not hot) water. Either bring together by hand or with the dough hook attachment on a mixer.
Once it comes together, add up to 50ml more water – until it comes together into a (slightly sticky) ball.
Knead for 8-10 minutes, then let rest in a lightly oiled bowl for 1 hour – 1h30m (until doubled in size).
Once the dough has risen, punch down and put on a lightly floured surface. Roll to a rectangle about 40x30cm.
Spread over the pickle/chutney. Sprinkle over the cheese in an even layer. From the longest edge, roll the dough into a tight, neat, log.
Cut approx. 12 equal slices (I find a serrated bread knife is best!) and place in a lightly greased/lined 9x13" rectangle tin (spread slightly apart). Let rest for 45 mins – 1 hour.
Preheat the oven to 200C/180C Fan/Gas 6. Bake the scrolls for 35-40 minutes, until golden and the cheese is beginning to look a little crisp. Best served warm, but still wonderful once cooled!