This was quite tasty, but would be better with a cheese other than Monterey Jack.
1 egg yolk
0.5 tsp sugar
1.5 tsp salt
2 tsp yeast
1 tsp salt
0.5 egg (save the other half for egg wash)
150g of cheese
Bloom the yeast with the sugar in warm water. Add the warm milk, oil and egg yolk. Mix and add in the flour and salt. Knead until smooth and elastic. Coat lightly with oil and allow to double in size.
Meanwhile, grate the cheese and mix it with the salt, egg and slightly melted butter. Save a little cheese for decoration.
Roll out the dough to be 1/8 inch thick. Spread with the cheese filling. Roll up like a jelly roll.
Cut at an angle into trapezoids, turn so the narrow part is on top (see picture). Place onto oiled cookie sheet. Brush lightly with oil and cover with plastic wrap. Allow to double in size again.
Preheat the oven to 350F, brush the cheese snacks with egg wash. Before placing them into the oven, brush with egg wash again and sprinkle with a little bit of grated cheese.
Bake for 20-25 minutes, until golden brown. Serve warm. Next time I would use a mixture of mozzarella and cheddar in this.