Place the warm water, butter, yeast and sugar in the bowl of an electric mixer which is fitted with a dough hook. Whisk together by hand until well combined, cover with cling film and leave to set for 3-5 minutes or until yeast is frothy.
Add the flour, salt, improver and milk powder and using a dough hook knead the bread for 10 minutes or until soft and elastic. Cover again with cling-film and leave to rise for 1 hour in a warm place or until doubled in size. Grease and line with baking paper a rectangle baking tray or tin.
Tip dough out onto a well-floured bench and punch down and knead for 1-2 minutes. Roll out into a large 40 x 25cm rectangle. Carefully spread the Marmite over the dough leaving a 3-4cm border along one long edge. Sprinkle with 80g of the grated cheese. Brush edge (which has no marmite on it), with milk and roll up to form a sausage about 50cm long. Cut into 12 even slices and place cut-side down on prepared tray or in tin. Cover with cling-film and leave to rise for 1 hour or until doubled in size. Preheat oven to 190°C.
Brush with a little milk, sprinkle over the remaining cheese and bake scrolls in preheated oven for 13-15minutes or until golden and cooked through. Brush with melted butter and serve warm.