Make a starter from milk, yeast, and sugar. Mix it with flour, salt, oil, and knead the dough. Let it rise for about half an hour. After rising, roll out the dough into a rectangle shape. Brush with melted butter and sprinkle with grated cheese. Roll it up into a log and cut diagonally into triangles. Brush with egg and bake at 200°C for about 15 to 20 minutes.