In a large bowl, place the dry yeast and sugar. Now add some lukewarm water and stir through until the sugar and yeast are thoroughly mixed. Set it aside and let it stand, allowing the yeast to activate fully.
Once it has stood for a while, add butter, an egg, salt, and flour to the yeast mixture and blend thoroughly in the bowl of a stand mixer. Add more flour and, using a dough hook attachment, blend again till a dough forms.
Brush some olive oil into a bowl and place the dough in it. Brush the top with olive oil, cover and set aside, allowing the dough to rise.
Once risen, the dough can be rolled out into a flat rectangular shape, but it shouldn't be too thick.
Brush with melted butter and top with cheddar and parmesan cheese. Sprinkle some oregano over the dough.
Roll up the dough as you would a Swiss roll. Do this slowly to ensure you don't push the grated cheeses out.
Slice the roll into disk shapes.
Place a single disk into a muffin cup. Repeat until done.
Bake until cooked through and golden brown.