Heat oven to 400° F. Divide the dough into 6 equal portions. On a cutting board, using your hands, roll each portion into a long rope about 30 inches long. Brush each rope with 1 teaspoon of oil and sprinkle with 1 tablespoon of cheese and turn to coat. Working with 1 rope at a time, transfer to a baking sheet lined with parchment paper. Starting at one end, roll it tightly around itself to form a coil, then pinch the end to seal. Repeat with the remaining dough. Bake until golden brown, about 15 minutes.