All ingredients ready? Let's begin!
Add the flour and salt to a large mixing bowl and whisk to combine.
Cut the butter into chunks and add the flour. Add the shortening as well.
Using a fork, pastry cutter, or your hands, cut the ingredients together until the butter and shortening are very small, pea-like chunks throughout.
Add roughly ½ cup cold water and mix to combine into a thick dough.
If the mixture is still too dry to stick together, add a tiny bit of water at a time and mix again. If it's too wet, add a little bit of flour.
Flour a clean surface and turn the ball of dough out onto it. Use your hands to knead the dough extra thoroughly, making sure it's a solid ball.
Wrap the dough in plastic wrap and place in the fridge for at least an hour to chill.
When you're ready you can prepare the cheese filling. Grate the cheese and add to a bowl.
Add the ground pepper, mustard, flour, garlic powder, and parsley.
Cut the wiri wiri pepper in half to destem and deseed it. Finely chop it and add it to the cheese.
Mix all the cheese ingredients well.
Preheat your oven to 350F and remove the dough from the fridge.
On a clean, lightly floured surface, roll the dough out to be about 1/8th inch thick. It should be thin enough to cook evenly but thick enough so it doesn't rip when you shape the rolls.
Cut the dough into 16 equal rectangles.
Crack the egg into a small bowl, add a few drops of water, and beat with a fork until mixed.
Use a pastry brush to brush the edges of each dough portion with egg.
Spoon 1-2 tbsp of cheese mixture down the center of each dough rectangle, then fold hotdog-length in half so the edges of dough touch.
Use a fork to press the edges of dough together.
Place the rolls onto a baking sheet lined with parchment paper and brush the remaining egg on top.
Put in the oven and bake for 15-20 minutes. The tops should be golden brown and the edges slightly crispy.
Remove from the oven and allow to cool on the pan for 10 minutes before moving to a wire cooling rack to continue cooling.
Serve warm, but be careful as the cheese inside will be very hot. Enjoy!