Preheat the oven to 180C and line two baking trays with baking paper
Place the mozzarella, parmesan and cream cheese in a microwave-safe bowl, then microwave on HIGH for one minute
Remove the bowl from microwave, stir, then microwave for another 30 seconds or until the cheese is melted
Add the remaining ingredients (excluding Vegemite) and stir to combine
Mix and shape the dough into two balls, the roll into rectangles between two pieces of baking paper
Carefully remove the top layer of baking paper, then bake in the oven for 5-7 minutes, or until lightly golden
Remove the dough from the oven and allow to cool for 1-2 minutes
Spread the dough with a thin (or thick) layer of Vegemite, then carefully roll the dough into a tight scroll, using the baking paper to help you roll and seal the scroll without burning your finger
Using a sharp knife, cut the scroll into slices, then place face-up on the baking paper and return to the oven for another 5-7 minutes, or until the scrolls are lightly crisp and golden brown
Remove the scrolls from the oven and serve hot or cold as a morning or afternoon treat