Knead a crumbly dough using the flour and oil, add baking soda, milk and salt to it. Knead again, then divide it into three parts, roll them out into a sheet.
Along each sheet, lengthwise, place sliced vienna sausages, sprinkle it with grated cheese and black pepper. Roll up each sheet and bake it in a greased pan until browned.
Once cool, cut it into slices and serve with ayran.