In a medium bowl combine water, sugar, 1 tbs flour and yeast. Cover with cling film and set aside for 5 minutes.
In a large bowl combine yeast mixture, flour, milk, salt and melted butter. Stir and then knead for about 10 minutes by hand or with the dough attachment of an electric mixer, until a firm dough forms. Leave the dough in the bowl covered with tea towels. Let sit for 1-2 hours or until it significantly increases its size.
Divide the dough into 10-12 pieces. Take one piece, make it flat and and extend it. Place a cube of cheese in the middle and wrap it around with the dough. Roll the dough into your hands to make a ball. Make sure there is no visible hole from any side.
Place the ball into a large baking pan covered with parchment paper.
Repeat the procedure with the remaining pieces of dough. Let the rolls stay uncovered in a warm place for 30-60 minutes to raise.
Fill a large pan with 1,5 l of water and bring it to boil. Add the baking soda. Drop one bread roll into the boiling water and remove it with a spatula in 20-30 seconds. Return it on he baking sheet.
After boiling all the rolls, brush them with the beaten egg and sprinkle with sea salt. Bake at 200 degrees C for 20-30 minutes or until deep brown. Remove from oven and let cool for 15 minutes before serving.