Preheat the oven to 180°C and line a baking tray with parchment paper.

In a bowl, mix the beaten egg and milk together.

In another bowl, combine the glutinous rice flour with the egg and milk mixture. Mash until the mixture forms a cohesive dough. Add grated cheese and olive oil, mixing until the dough reaches an earlobe-like softness.

Divide the dough into 12 equal portions and shape each into a ball. Place them on the prepared baking tray.