Activate yeast by mixing warm milk and sugar in a bowl, add yeast and let sit until foamy (about 5-10 minutes)
Add melted butter, egg, and seasonings to the yeast mixture
Gradually add flour and knead until smooth and elastic
Cover dough and let rise in a warm place until doubled (about 1 hour)
Mix all filling ingredients (butter, garlic, parsley, and cheese) in a bowl until well combined
Roll dough into a rectangle and spread garlic butter mixture evenly
Roll up the dough and slice into rolls
Place rolls onto a baking sheet
Let rolls rise again for approximately 15 minutes while preheating oven to 350°F
Bake for 25-35 minutes until golden on top
While warm, brush rolls with any leftover garlic butter and serve
