Preheat the oven to 190 c (375 f/gas). Sift the flour and mustard powder into a bowl, then rub in the margarine until the mixture resembles fine breadcrumbs. Stir in the cheese, then bind together with the milk to make fairly soft dough.
Turn the dough onto a floured surface and knead lightly until smooth. Roll into a sausage shape about 30 cm (12 in) long. Cut in to 20 slices. Take each slice and roll out into a thin sausage shape about 15 cm (6 in) long. Gently press three-quarters of the length to make this part of the dough about 1 cm (1/2 in ) wide.
Spread a little peanut butter along the flattened surface, then roll up towards the unflattened end to make a snail shape. form a head at the end and transfer to a greased baking sheet. repeat the process with the other pieces of dough. Bake in the oven for 12 -15 minutes until golden. Cool on a wire rack.
Variation: Yeast extract can be used instead of peanut butter, if wished.