Pão de Queijo (Brazilian Cheese Bread)

Steps

1. Heat the milk, vegetable oil, and unsalted butter in a saucepan over high heat until the butter is melted and the mixture comes to a boil.
2. In a separate bowl, mix the tapioca starch, kosher salt, and baking powder using a paddle on low speed for a couple of seconds.
3. Pour the hot liquid mixture into the dry ingredients while keeping the mixer running on low. Let the mixture cook for about two or three minutes to allow the tapioca starch to hydrate.
4. Add the large eggs and continue mixing on low until the dough is nice and shiny, resembling frosting (this takes about eight minutes).
5. Turn the mixer back on low and incorporate the finely grated Parmesan cheese and Pecorino Romano cheese for 30 to 60 seconds.
6. Transfer the sticky dough into a bowl and cover it with plastic wrap. Refrigerate for two hours until firm enough to be shaped.
7. Preheat oven to 450°F, then reduce temperature to 375°F once rolls are placed in the oven.
8. Score the chilled dough into eight sections using a bowl scraper.
9. Lightly wet your hands and shape the dough into round balls.
10. Whisk together one large egg, one teaspoon of water, and 1/4 teaspoon of kosher salt to create an egg glaze.
11. Brush the egg glaze over each roll.
12. Place the rolls on a baking sheet (use two sheets for insulation) and bake for about 40 minutes. Halfway through cooking, rotate the rolls.