01 - In a large mixing bowl, combine warm milk, warm water, granulated sugar, and active dry yeast. Let stand for 5 to 10 minutes, or until the surface becomes foamy.
02 - Stir melted unsalted butter, egg, and salt into the activated yeast mixture until thoroughly blended.
03 - Gradually add all-purpose flour, mixing until a soft dough forms. Transfer to a lightly floured surface and knead by hand for 6 to 8 minutes until smooth and elastic.
04 - Place the dough in a lightly greased bowl. Cover and allow to rise in a warm, draft-free area for 1 hour, or until doubled in volume.
05 - Set oven to 375°F. Line a baking sheet with parchment paper.
06 - Deflate the risen dough and divide evenly into 12 pieces. Flatten each into a small circle.
07 - For the filling, combine shredded mozzarella, shredded cheddar, cream cheese, and dried Italian herbs as desired. Place a generous tablespoon of filling in the center of each dough circle. Pinch the edges to seal and shape into a smooth ball.
08 - Arrange the filled dough balls seam-side down on the prepared baking sheet. Cover and let rise for 20 minutes.
09 - Brush the tops of the rolls with melted butter and sprinkle with Parmesan cheese and chopped parsley.
10 - Bake for 20 to 25 minutes, or until the tops are golden brown and the cheese inside is melted.
11 - Allow rolls to cool slightly before serving for best texture and flavor.