Take a large piece of baking paper and oil it with about 1/2 tablespoon of neutral flavoured oil. Distribute it evenly and thoroughly using your hands. Turn the sheet of paper so a long side is facing you. Place the dough onto the centre of the paper and oil your rolling pin. Gently roll the dough out to the size of the sheet of baking paper. Patch up any holes and even out the sides as necessary.
Use the back of your spoon to spread the pesto evenly across the dough. Don’t use too much or it will leak out the bottom and leave the dough soggy – just enough for a relatively thin pesto covering. Sprinkle the grated cheese over the top, leaving a 1cm border on the long sides of the dough. Finish with some freshly cracked pepper and a little salt.
Beginning on the long side, use your fingers to fold the 1cm border of the dough up onto itself. You want to create a tight roll, so try and make this first notch as small as possible. Continue folding the dough up until you can begin to use the baking paper to roll the dough onto itself. Take it about 80% of the way, then take the far side of the dough and bring it up over the log. You should have a log of dough with the seam facing upwards.
Grease or line your 20-24cm baking vessel. Take your piece of thread and thread it under the log of dough. Gently thread your piece of string underneath the log. Eyeball about one eighth of the dough log and think of the string as your knife. Holding one end of the string in each hand, pull in opposing directions to slice through one-eighth of the dough. Gently flip that first pesto scroll upright and use your hands to gently cup and mould it. Press it down a little so that it has a solid base, then place it into the prepared baking dish. Repeat with the remaining dough and scrolls.
Place the pesto scrolls in a jumbo ziplock bag or jumbo airtight container. Proof for one hour or until they feel fluffy and have risen a little (it won’t be double). About 20 minutes before they finish proofing, preheat your oven to 180C/356F. Place a baking dish filled with boiling water at the bottom of the oven to create a steamy environment. This will help keep them nice and moist during baking.
After 1 hour, the pesto scrolls should have spread a little in the baking dish and feel puffy to the touch. Place them in the steamy oven (stand back as you open it) and bake for 30 minutes. They should feel firm to the touch and be lightly golden on top. Eat warm or cool. Leftover scrolls keep well in an airtight container in the fridge for 2-3 days.