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Ingredients
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Dough
Filling
Topping / Finishing
Method
Dough
Activate yeast and mix wet ingredients
In a small bowl, combine warm milk (about 105–115°F / 40–46°C), granulated sugar, and active dry yeast. Stir gently and let sit 5–7 minutes until foamy. In a separate bowl or measuring cup, whisk the egg with melted butter; set aside.
Combine dry ingredients and form dough
In a large mixing bowl (or bowl of a stand mixer fitted with a dough hook), whisk together the all-purpose flour and salt. Pour in the foamy yeast mixture and the egg/butter mixture. Mix on low until a shaggy dough forms, then increase speed to medium and knead 6–8 minutes until smooth, elastic, and slightly tacky. If kneading by hand, turn dough onto a lightly floured surface and knead 8–10 minutes.
First rise
Lightly oil a clean bowl and place the dough inside, turning once to coat. Cover with plastic wrap or a clean kitchen towel and let rise in a warm draft-free spot for 60–75 minutes, or until doubled in size.
Filling
Prepare cheese filling
While the dough rises, combine the shredded cheddar, shredded mozzarella, and softened cream cheese in a bowl. Add garlic powder, black pepper, and chopped parsley (if using). Mix with a spatula until evenly combined and slightly spreadable. Taste and adjust seasoning if desired.
Assemble & Bake
Shape dough and roll with filling
When the dough has doubled, gently punch it down and turn it out onto a lightly floured surface. Roll the dough into a rectangle roughly 12 x 16 inches (about 1/4-inch thick). Spread the cheese filling evenly over the dough, leaving a 1/2-inch border on one long edge. Starting from the long side opposite the border, tightly roll the dough into a log. Pinch the seam to seal and trim the ends if needed.
Cut rolls and arrange
Using a sharp knife or unflavored dental floss, cut the log into 10–12 even rolls (about 1¼–1½ inches each). Place the rolls spiral-side up in a greased 9x13-inch (or similar) baking pan, leaving a little space between them for expansion.
Prepare egg wash and bake
Preheat the oven to 375°F (190°C). Whisk together the egg yolk and 1 teaspoon milk to make an egg wash; brush the tops of the rolls lightly with the egg wash. Optionally sprinkle coarse sea salt over the tops. Place the rolls on the middle rack and bake 20–25 minutes, until golden brown and the filling is bubbly. If the tops brown too quickly, tent loosely with foil for the last 5–10 minutes.