Melt the yellow cheese and butter together using a double boiler.
In a bowl, mix flour, sugar, salt, and yeast.
Add the melted yellow cheese, milk, and egg, and knead into a dough.
Let the dough rise for 1 hour (first proofing).
Divide the dough and shape into rounds.
Place yellow cheese slices on top of the shaped dough.
Let it rise again for 30 minutes (second proofing).
Bake in a preheated oven at 180°C for 15 minutes.