In a large mixing bowl, combine the dry ingredients: flour, sugar, salt, and yeast. Mix well.

Create a well in the center and pour in warm milk, melted butter, warm water, and egg. Blend until a shaggy dough forms.

Knead the dough on a floured surface for 8-10 minutes until smooth and elastic.

Form the kneaded dough into a ball and place in a greased bowl. Cover and let it rise for about 1 hour or until doubled in size.

Mix garlic, softened butter, and chopped parsley in a small bowl for the filling.

Preheat your oven to 375°F (190°C) and grease a muffin tin.

Roll the risen dough into a rectangle about ¼ inch thick.

Spread the garlic butter mixture on the rolled dough, sprinkle cheeses evenly, and roll into a log. Cut into 12 portions.

Place each piece in the muffin cups vertically and let them rise for another 20 minutes.

Bake for 20-25 minutes until golden brown and cheese is bubbling. Cool for 5 minutes before serving.