Place milk into a microwave-safe bowl, heat in the microwave for one minute. Stir in sugar and yeast. Let sit for 10 minutes.
In a large bowl, combine flour and salt. Add in yeast mixture, egg, and melted butter. Mix until a dough forms. Knead dough on a floured surface until smooth. Place dough into a large greased bowl, cover and let rise for 1-2 hours.
Preheat oven to 400 F. Deflate dough and divide into small balls, flatten each piece, and place about 2 tablespoons of shredded cheddar cheese in the center. Roll into a ball, sealing it tightly. Place onto a large greased baking sheet. Cover and let rise for 30-60 minutes.
Bake for 12-15 minutes. In a small bowl, combine melted butter, salt, and garlic powder. Brush mixture over warm rolls. Sprinkle with dried parsley.
