Exclamation from Scot filling cheese roll (7)
I believe the answer is:
brioche
'roll' is the definition.
(brioche is a kind of roll)
'exclamation from scot filling cheese' is the wordplay.
'exclamation from scot' becomes 'och' (I can't explain this - if you can you should give a lot more credence to this answer).
'filling' indicates putting letters inside.
'cheese' becomes 'brie' (Brie is an example).
'och' placed within 'brie' is 'BRIOCHE'.
Can you help me to learn more?
(Other definitions for brioche that I've seen before include "French cake-like bread" , "Sponge cake or roll" , "Soft loaf, rich with butter and eggs" , "Soft roll made of light yeast dough" , "Hire cob (anag) - bread" .)