Sift the flour into a large bowl, and add the caster sugar, yeast and sea salt. Mix these together so its all evenly distributed.
Rub the butter into the mixture so it resembles bread crumbs, like you would when making scones.
Gently heat the milk until warm - but not piping hot. If heating in a pan, you want it to just about start having steam come out of the pan.
Add the milk and egg to the dry ingredients.
Knead the dough together for 7-10 minutes. It will be sticky at first, but it will soon come together. I use my KitchenAid with the Dough Hook to make this easier.
Once kneaded, it will be springy to touch, and not sticky.
Transfer into a lightly oiled bowl, and cover the top of the bowl with cling film. Let it rise for 1-2+ hours, or until doubled in size.
Once the dough has risen, transfer to a lightly floured work surface, and roll out to a large rectangle. Mine ends up being about 50cmx30cm.
You want it to be as even a rectangle as possible so its easier to roll up, and the dough can be thin here.
Carefully melt the marmite ever so slightly to make it easier to spread onto the dough.
Spread the marmite all over up to the edges. Sprinkle on both types of cheese.
Roll the dough from long side to long side, so that a ~long sausage~ is formed. Cut this evenly into 12 pieces.
I cut the middle, and then the two halves into two more, and then each into three pieces to get my 12.
Using a large rectangular baking dish, mine was 30cmx24cm roughly, put them in. They won't touch yet, but you want four rows of three basically.
Cover the dish with clingfilm, and let them rise for another hour or so. By the end, they should all touch.
Towards the end of the dough rising, preheat the oven to 180C/160CFan so that when its finished rising, you can put it straight in the oven.
Sprinkle on the extra bit of mozzarella .Bake in the oven for 20-25 minutes, until golden brown and cooked through.
Leave to cool for about 30 minutes and then enjoy!
Notes
These are best on the day of eating, but will last covered for a couple of days.
You can do the second prove in the fridge overnight, or from the morning for baking in the evening as it slows the process down.
I use dried active yeast - but you can use quick yeast (same amount) or fresh yeast (use 28g). Some yeasts need activating before use so check package instructions!