Combine warm milk, bread flour, dry yeast, sugar, and salt in a mixing bowl.

Knead the dough for 5 minutes until it forms a cohesive ball.

Add butter to the dough and knead for another 10 minutes.

Shape the dough into a ball and let it rest for 40 minutes for the first proof.

Punch down the dough and roll it out into a flat rectangle.

Place slices of cheese evenly on the rolled-out dough.

Roll the dough tightly like a sushi roll and seal the edges by pinching them together.

Cut the roll into evenly sized pieces and place them on a baking tray.

Let the rolls proof for another 40 minutes.