Prepare the Yeast Mixture: In a bowl, mix together the oil, sugar, salt, and yeast. Let this mixture sit for about 5-10 minutes or until it becomes frothy—this means the yeast is active and ready to work its magic!
Combine Wet Ingredients: In a separate bowl, beat the egg and add the warm milk. Mix well until combined.
Mix Ingredients: Gradually add the yeast mixture into the egg and milk mixture, stirring until nicely combined.
Add Flour: Next, gradually add in flour until a soft dough forms. You want it to be pliable but not sticky.
Knead the Dough: Knead the dough on a floured surface for about 10 minutes until it’s smooth and elastic.
First Rise: Place the dough in a greased bowl, cover it with a clean towel, and let it rise in a warm place until it doubles in size—about 1 hour.
Shape the Rolls: Once risen, punch down the dough and roll it out. Cut into squares and place some cheese in the center before folding the dough over to create rolls.
Second Rise: Place your rolls on a baking sheet, cover them, and let them rise again for about 30 minutes.
Bake: Preheat your oven to 350°F (175°C) and bake the rolls for 25-30 minutes or until golden brown.