In a large bowl, mix together the flour, salt, sugar and yeast. Stir in the oil and warm water and bring together with your hands to form a dough.
Turn out onto a floured surface and knead for 10 minutes, or until you have a smooth, elastic ball of dough.
Once kneaded, lightly coat the ball of dough with oil, place it back in the bowl and cover with cling film or a damp, clean tea towel. Leave in a warm place to rise for 1 hour or until doubled in size.
While it rises, make the sauce: Heat the olive oil in a saucepan and add the onions and a pinch of salt. Gently fry the onions until softened before adding the garlic, carrots, and red pepper.
Continue to gently fry until the vegetables start to soften and the garlic is fragrant.
Add the rest of the sauce ingredients and 200ml water to the pan, season and bring to a simmer. Cook gently for 20 minutes or until slightly thickened and reduced. Once cooked, set aside to cool slightly.
Preheat oven to 180°C (Gas Mark 4, 350°F) and lightly oil a 23x23cm (9x9in) baking tin.
Once the dough has doubled in size, turn it out onto a lightly floured surface and knock out the air. Roll out to a long rectangle approximately 45cm x 25cm.
Spread half the sauce over the dough and sprinkle over the cheese. Starting from a long side, roll up to encase the filling.
Cut into 10 slices and arrange them cut side up in the prepared tin.
Bake in the oven for 30 minutes, or until puffy and golden. Leave to cool for a few minutes before serving.
