In a bowl, mix flour, sugar, and salt together.
Add yeast, milk, egg, and melted butter, then knead to make dough.
Let the dough rise for the first fermentation for 1 hour.
Divide the dough into pieces, shape into balls, and wrap cheese inside each one.
Place the dough balls on a pan and let them rise for a second fermentation for 30 minutes.
Brush the surface with egg wash and bake in a preheated oven at 180°C for 20 minutes.