In a large mixing bowl, add in the flour with a good pinch of salt. In a measuring jug, mix together the warm milk with the yeast and the honey and add to the flour. In a freestanding mixer mix together until smooth and silky.
Leave this to prove in a warm place for 40 minutes or so until doubled in size. Knob the dough back, and pull out onto a floured surface roll out the dough into a rectangle. Making sure the marmite is at room temperature and using a hot knife, spread the an even amount of marmite onto the dough. Then spread an even layer of cream cheese. On top of this spread another layer of marmite. Grate and shave the parmesan into even amounts and grate the cheddar. Evenly sprinkle over the cheeses.
Taking the shorter edge that is closest to you, roll the dough up finishing with the roll being away from you and cut into thirds. Roll into a swirl shape and place on a tray for a second prove in a warm place. This should take about 20-30 minutes.
Beat the egg with the milk in a small bowl. Cut into flour and place cut side down on a lined baking tray and brush with the egg mix. Sprinkle over any extra cheese and bake in the oven for 20-25 minutes at 180.
