In a small pot, heat milk, water, olive oil, and salt.
In the meantime, scale flour in a large bowl, big enough to hold the entire recipe. When the liquid starts boiling, pour over flour and immediately start mixing with a spatula, making sure there is no dry flour. It will look stiff with a lot of clumps. Let it cool for at least 20 minutes.
After it is cool to the touch, add the egg and grated cheese. Mix by hand, making sure all the clumps of flour are broken and the dough is homogenous. Use a 1½-oz. cookie scoop to scoop the dough into small and round balls onto a cookie sheet.
The bread should bake at 350° for 25-30 minutes. It will have a nice, light golden color on top and bottom when it is ready.
You can also freeze the balls up to three months in Ziploc bags. When frozen they do not need to be defrosted to be baked. The only difference is that it will take a little longer to bake, around 35-40 minutes at 350°.
