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For the bread part of the recipe, a blend of whole-wheat and bread flours, salt, and water, are kneaded together. Then the dough rests for a half hour or so, is shaped, and is then cooked on a griddle. For the filled bread, you can prepare the filling while the dough rests. Filling the dough is simply a matter of putting some of the filling in the middle of a rolled out disk of dough, then sealing the disk, and then rolling it out into another disk. The dough may, as shown above, puff up while grilling. The dough is basted with oil or ghee when done. If unfilled, you may want to brush the top before cooking, and fold it over on itself to form layers brushing between layers.
If you turn to Indian cookbooks, you'll discover that there are many other fillings that can be used. In The Art of Indian Vegetarian Cooking by Yamuna Devi, there are a half-dozen or so additional recipes for fillings along with directions for a plan paratha and a version of paratha made with chickpea flour. For the plan paratha, Devi has the cook fold and spread ghee over the bread. Filling may be made from peas, cauliflower. radishes, etc. In the third picture, the triangular pieces are plan paratha while the round is mooli paratha, a paratha that has a filling made with shredded radishes. (You'll just have to take my word on the fillings.)
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