In a bowl, combine warm milk, melted butter and egg.
Using a separate bowl, whisk the flour, sugar, salt and instant dry yeast.
Combine the dry and wet ingredients then knead using a stand mixer at medium speed for 5-6 minutes or until very smooth. Alternatively, you may knead it manually for 7-8 minutes.
Transfer in a greased bowl, cover with tea towel and place it in a warm place. Let it rise for 1-2 hours or until the size is doubled.
Once the dough is ready, transfer into a lightly floured flat surface and shape into a cylinder. Cut and divide the dough into 14 pieces.
Shape into a ball , flatten using a rolling pin and place the cheese strip in the middle. Roll the dough tightly and tuck the edges.
Arrange the pieces in baking tray, cover with tea towel and let it rise for another 30 minutes.
Brush milk on each pieces and bake at 170°C for 20 minutes. Remove from the oven and allow it cool for 15 minutes.
For the toppings, brush softened butter and sprinkle some granulated sugar.