Place milk and 1 teaspoon sugar in a microwave-safe cup. Heat for 30 seconds. Check if the temperature is LUKEWARM by dipping your finger or a kitchen thermometer. If it's still cold, heat for another 10 seconds until it reaches 40c/104f.
Add yeast, stir and let it proof for 10 minutes until it froths.
Prepare other ingredients
Meanwhile, prepare the rest of the ingredients. In the bowl of a stand mixer combine flour, salt, and sugar. Whisk to combine. Separate egg yolks from the egg whites. Set aside.
Knead the dough
Add proofed yeast and eggs to the flour mixture. Stir with a spatula until just combined. Attach the dough hook and turn the mixer on to the lowest speed. Add the cubes of butter one at a time while running the mixer at medium-low speed. Beat for 2 minutes. Stop the mixer to scrape down the sides of the bowl.
Increase speed to medium-high. Beat for 8 minutes, scraping down the sides of the bowl every now and then. While beating, add flour as necessary until dough becomes less sticky. Start with 2 tablespoons and go from there. I added about 4-5 tablespoons more bread flour.
Scrape dough on a work surface dusted with flour. Form into a smooth bowl and let it rest for 10 minutes.
Divide, Shape and Rise
Grease baking tray and line with parchment paper.
Divide the dough into 20 to 24 portions (see video). For an evenly sized dough, use a kitchen scale. Mine was about 50g each. Adjust based on your preference. Shape into a ball to smoothen.
Dust work surface with flour. Place the dough on the surface. Flatten with your hand then using a small rolling pin shape into a rectangular oval, doesn't have to be perfect.
Place cheese on one end of the dough then roll. Pinch the seam down as well as the sides to seal. Repeat with all the other portions. Arrange in the baking dish leaving spaces in between. Cover with a towel or cloth and let it rise for 30mins up to 40mins depending on room temperature.
Preheat oven at 160c/320f, 20 minutes before the dough rolls finishes rising.
Gently brush the top of each roll with egg wash. This is optional.
Bake for 15 minutes. Increase oven temperature to 180c/350f and bake for another 5 to 7 minutes top turns light brown.
Remove from the oven and COOL COMPLETELY.
Once the bread rolls have cooled, brush with softened butter and sprinkle with sugar on top. Enjoy!
Milk - use low-fat or full cream fresh milk. I used 2% milk.
Flour - I find that combining 2 types of flour makes a soft yet chewy bread. You can use pure bread flour or just all-purpose flour if one or the other is not available.
Cheese - any semi-hard mild-flavored cheese can be used as a filling for the bread. I used simple processed cheddar cheese. You can also use mild cheddar cheese, Edam cheese (queso de bola), gouda cheese, Monterey Jack or Colby, sandwich slice cheese – roll into a log before using.
Proving dough in colder months: Place a heatproof dish on the bottom rack of the oven and fill it with boiling water. Put the dough in the middle or top rack and shut the door. The steam and heat from the boiling water will create a warm environment to help raise the dough. You can also do this in an empty kitchen cabinet/cupboard so you can start preheating the oven while the rolls are rising.