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In constructive quantum field theory (CQFT) it is customary to first regularise the theory at finite UV and IR cut-off. Then one first removes the UV cutoff using renormalisation techniques applied to families of CQFT's labelled by finite UV resolutions and then takes the thermodynamic limit. Alternatively, one may try to work directly without IR cut-off. More recently, wavelets have been proposed to define the renormalisation flow of CQFT's which is natural as they come accompanied with a multi-resolution analysis (MRA). However, wavelets so far have been mostly studied in the non-compact case. Practically useful wavelets that display compact support and some degree of smoothness can be constructed on the real line using Fourier space techniques but explicit formulae as functions of position are rarely available. Compactly supported wavelets can be periodised by summing over period translates keeping orthogonality properties but still yield to rather complicated expressions which generically lose their smoothness and position locality properties. It transpires that a direct approach to wavelets in the compact case is desirable. In this contribution we show that the Dirichlet-Shannon kernels serve as a natural scaling function to define generalised orthonormal wavelet bases on tori or copies of real lines respectively. These generalised wavelets are smooth, are simple explicitly computable functions, display quasi-local properties close to the Haar wavelet and have compact momentum supprt. Accordingly they have a built-in cut-off both in position and momentum, making them very useful for renormalisation applications.