Place the flour in a large mixing bowl.
Heat milk in a saucepan to warm up slightly and add the yeast. Let it sit for 5 minutes.
Add milk mixture to the flour and mix into a dough. You can use a cake mixer for this.
Add the vegetable oil and shortening and continue to mix.
Add the eggs and continue to mix until dough becomes a ball.
Turn out the dough on a slightly floured surface and knead until smooth and elastic. About 10 min.
Roll out dough in a rectangular shape until very thin.
Sprinkle the dough with the ham and cheeses, leaving a slight border all round.
Start with the end furthest away, roll the dough up tightly towards yourself.
Once rolled, gently lift it up and rolled into a round dish or pie plate.
Brush with melted butter and cover loosely with plastic wrap.
Let rise until its double in size. About 1-2 hours.
Preheat oven to 170 degrees Celsius and bake until golden brown, 35-40 minutes.