Warm milk in microwave for 1 minute on high. Add milk, butter, and honey to the bowl of a stand mixer. Add flour. Add salt to the side of the bowl. Add yeast to the center of the flour.
Fit mixer with dough hook. Turn mixer on low speed. Allow mixer to knead dough for 1 or 2 minutes. Add 1 1/2 cups cheese. Continue kneading until a dough ball is formed. Dough will be soft and slightly sticky, but if it's too sticky to work with, knead in more flour one tablespoon at a time.
Divide dough into 12 equal portions. Roll each portion into a ball, and place on a parchment-lined baking sheet. Cover with a clean kitchen towel and allow to rise 45 minutes.
Preheat oven to 350. Beat egg yolk and 1 tablespoon water. Using a pastry brush, brush buns with egg wash. Top with remaining cheese.
Bake at 350 20-25 minutes. Turn oven to broil and broil 1-2 minutes to brown the cheese. Allow to cool before slicing.
By Hand Method
Warm milk as directed in mixer method. Add milk, butter, and honey to a large bowl. Stir in salt. Stir in flour and yeast. Stir with spoon until it's too hard to stir anymore, then turn out to a lightly floured surface and knead by hand. Dough will be sticky, but if it's too sticky to work with, add more flour 1 tablespoon at a time. When a soft and slightly sticky dough ball is reached, proceed to shaping as directed above.
To freeze buns for later, bake as directed, and slice. Freeze in an airtight container or large zip top plastic bag.