In a large mixing bowl, whisk together all-purpose flour, granulated sugar, salt, and instant yeast. Create a well in the center and slowly pour in warm milk, melted butter, warm water, and the large egg. Mix until just combined, forming a shaggy dough.

Turn the shaggy dough out onto a lightly floured surface and knead it for about 8-10 minutes until smooth and elastic.

Place the kneaded dough into a lightly greased bowl, cover it with a damp kitchen towel, and allow it to rise in a warm area for about 1 hour until doubled in size.

While the dough rises, mix minced garlic, softened butter, and chopped parsley in a separate bowl for the filling.

After the first rise, punch down the dough, roll it into a large rectangle about ¼ inch thick, spread the garlic butter mixture, sprinkle cheeses, roll tightly, and slice into rounds.

Place each sliced dough piece upright in a greased muffin tin and allow to rest for about 20 minutes.

Preheat oven to 375°F (190°C) and bake for 20-25 minutes until golden brown.

Once baked, cool slightly in the tin for about 5 minutes, then transfer to a wire rack and serve warm.