For the chili coconut rolls, first line a baking tray with baking paper. Preheat the oven to 180 °C hot air or 200 °C low top heat.
Grate the cheese onto the cutting board or into a bowl. Chop the chili pepper and onion on the cutting board and add to the bowl.
Add the remaining ingredients in order. While doing this, make a dimple in the flour and toss in the salt, thyme and baking powder. First mix the salt, thyme and baking powder into the flour with a fork, then mix all the ingredients together with a fork. The dough should be firm enough to just mix with a fork. Add more cold water as needed. But not too much, otherwise the dough will be too soft and thus the rolls will not be crispy!
Cut out sloppy heaps with a dough card or a spoon and place them on the baking tray. The sloppier the heaps, the crispier the rolls.
Bake for about 20 minutes. Buns are done when they sound hollow when tapped on the bottom. Either enjoy immediately or let cool on a wire rack. The chili coconut buns taste best fresh from the day.