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Put the butter in a saucepan and pour in the milk, heat over medium heat until the liquid boils. Keep stirring.
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Turn off the heat and mix in the tapioca flour and salt to form a soft dough. Transfer the dough in a large bowl, then wrap the bowl in plastic and let sit for 15 minutes.
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Break the egg in the bowl of dough and whisk with a hand mixer for 2 minutes or until a sanity dough forms. Fold the cheese in the dough. Cover the bowl in plastic again and let sit for 10 more minutes.
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Grease the baking pan with butter.
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Scoop 2 tablespoons of the dough into the baking pan. Repeat with the remaining dough to make dough 12 balls. Keep a little distance between each two balls.
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Slide the baking pan into Rack Position 1, select Convection Bake, set temperature to 375ºF (190ºC) and set time to 12 minutes.
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Flip the balls halfway through the cooking time.
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When cooking is complete, the balls should be golden brown and fluffy.
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Remove the balls from the oven and allow to cool for 5 minutes before serving.