Start by warming the milk to about 110°F (warm, but not hot). Pour it into a bowl and stir in the sugar and active dry yeast. Let it sit for about 5-10 minutes until it turns frothy. This indicates that the yeast is active and ready to work.

Step 2: Make the Dough

In a large mixing bowl, combine the all-purpose flour and salt. Make a well in the center and pour in the yeast mixture, melted butter, and egg. Mix everything together until a dough forms.

Step 3: Knead the Dough

Transfer the dough onto a floured surface and knead it for about 8-10 minutes until it becomes smooth and elastic. This step helps develop gluten, which gives the buns their soft, fluffy texture.

Step 4: First Rise

Place the kneaded dough in a greased bowl, cover it with a clean kitchen towel, and let it rise in a warm place for about 1 hour or until it doubles in size.

Step 5: Shape the Buns

Once the dough has risen, punch it down to release excess air. Divide the dough into 12 equal pieces. Flatten each piece slightly, place a tablespoon of grated cheese in the center, and fold the dough around it to seal it tightly into a ball shape.

Step 6: Second Rise

Place the filled buns on a baking sheet lined with parchment paper. Cover them and let them rise for another 30 minutes.

Step 7: Bake the Buns

Preheat your oven to 375°F (190°C). Brush the tops of the buns with a little milk or beaten egg for a golden-brown finish. Bake for 15-20 minutes, or until the buns are golden and the cheese starts to ooze out.

Step 8: Cool and Serve

Allow the buns to cool slightly before serving. Enjoy them warm for the best melty cheese experience!