Preheat the oven to 350F/175C.
In a large bowl, combine the flours, baking soda/bicarbonate of soda and salt.
To this mixture, add the buttermilk, cheddar, carrot and zucchini/courgette and mix to ensure it is all combined but try not to overmix. It is often easiest to use your hand once you have it part way there.
Tip the mixture out on to a lightly floured surface and form it in to a fairly even flattened ball.
Cut the mixture into eight - the easiest way is to cut it almost like a pizza four times all the way across (see picture above).
Roll each piece in your hands to soften off the edges and make into a roughly rounded shape. The shape doesn't need to be perfect, it's better to try not to have any folds or joins as these may make cracks when they bake.
Place the rolls on a lightly floured baking sheet/tray with a good 2-3in/5cm or more between them as they will expand. If you like, gently score the top with an x.
Bake in the oven for approx 40min until browned and hollow sounding when you tap the bottom.