In a mixing bowl, mix together milk, butter, sugar and salt.
Add half of the flour and instant dry yeast and mix for 3-5 minutes at medium speed until a paste-like consistency is achieved.
Add the egg yolks and whole eggs and the rest of flour and mix for about 3 minutes. The dough should to be sticky.
Scrape the sides of the bowl and then cover the dough with kitchen towel. Let it rest and rise in a warm place for 2-3 hours or until it doubled its size.
Remove the kitchen towel and punch the proofed dough down. Transfer onto a lightly floured surface. Knead for 1 to 2 minute by hand.
Roll the dough into a log and cut into 2. Roll each log again and cut into 2. Repeat this process until you end up with 24 slices.
Using a rolling pin, roll a slice into a rectangle and brush the surface with softened butter. Roll it from one end of the long side to the other end, creating a long, thin log then shape it into a coil with the end tucked under.
Place the dough in a baking tray with wax paper and cover with kitchen towel. Set aside and let to rise for about 45 minutes to 1 hour or until it doubled its size.
Bake them in a preheated oven at 150°C for 15-20 minutes. Once baked let them cool down for a few minutes before removing from molds. Let them cool completely before serving or frosting
Using a knife or spoon, cover the top of the ensaymadas with buttercream and with a generous amount of grated cheese.