Dissolve the yeast in the warm milk with 1 tsp sugar in a mixing bowl. Let it sit for 5–10 minutes to proof. It should look foamy.
Once proofed, add the melted butter and egg
Combine the flour, remaining sugar, and salt in a large bowl.
Stir the flour into the wet ingredients until a dough forms.
Knead the dough on a lightly-floured smooth surface for 8–10 minutes. Alternatively, you can use a dough hook in a large mixing bowl or utilize a stand mixer with the dough hook attachment until smooth and elastic. I don’t recommend trying to use a hand mixer with the beaters.
Place in a greased bowl, cover, and let rise for 1–1.5 hours or until it has doubled in size.
Punch down the dough and divide it into 10 to 12 equal pieces.
Roll each piece into a flat rectangle.
Stir the melted butter, garlic, and parsley in a small bowl.
Brush the mixture evenly over the flattened dough.
Top with the shredded cheese
Fold the pieces of dough in half and press lightly around the edges to seal the cheese inside the pocket.
Brush the dough with any remaining butter mix.
Layer the dough pockets into the prepared loaf pan, stacking them in the pan.
Loosely cover the loaf with a clean kitchen towel and let it rise for 20–30 minutes while you preheat the oven to 350°F.
Bake 30–35 minutes, until golden brown and cooked through. If the top browns too quickly, cover loosely with foil.
Let the loaf cool for 5–10 minutes, then pull apart the layers and serve warm.