Take about 500g of plain curd / yogurt and place it in a strainer to drain out the whey and obtain about 200g of hung curd.
Put this hung curd in a mixing bowl and add salt, green chillies, coriander and grated cheese and mix everything well.
Now place a parchament paper/butter paper on a chopping board and place bread slices on the paper, trim away the hard edges of bread slices.
Place one slice overlapping the edge of another {as demonstrated in video} and with the help of rolling pin roll it out like a thick sheet.
Now place spoon or two of the filling in the center and lift the edge from one side of parchment paper and make a tight roll of it.
Refrigerate this roll for half an hour and after that there are various ways to proceed from here. Deep frying method and pan frying methods are demonstrated in the video.
If you want to air fry you can just brush them with oil and air fry them according to your air fryer instructions I have a microwave with slim fry function, so I slim fry it on crisp mode for 8-10 minutes.