In a small bowl, combine the warm milk, yeast, and ¼ tsp sugar. Let stand for about 8 minutes or until it starts to foam. It will resemble a pancake on the griddle. This is called a “starter”.
In a medium bowl add remaining sugars, flour, aniseed, salt, milk, eggs, honey, vanilla, and yeast mixture. Fold with a spatula to combine or mix on low with a dough hook in a standing mixer if you have one.
Remove from the bowl if you don’t have a mixer and knead while adding butter until shiny dough forms.
Spray a large bowl with cooking spray. Place dough in the bowl and cover to let rise for about 1 hour or until double in size. Best spot in your kitchen is usually above the refrigerator so keep that in mind when choosing a bowl to ensure it will fit.
For the Filling
In a large mixing bowl combine 1 cup cheese with remaining filling ingredients, cover, and set aside in the refrigerator.
Assembly for Baking
Once your dough has doubled in size, roll in out on a flour dusted surface into a large rectangle about ¼” thick.
Melt your butter and brush the dough. Sprinkle an even layer of the filling across the buttered dough and roll on the long side until you form a log.
Cut the dough using a sharp knife into 10-12 pieces, depending on the length of your dough. Place them onto your baking sheet. Cover and let rise again for another hour or until double in size.
While dough is rising, preheat oven to 350°F. Bake 20 minutes or until golden.
For the Melao (Glaze):
In a medium saucepan combine all ingredients for your glaze. Bring to a boil over high heat. Reduce to medium heat and simmer while stirring constantly for about 2 minutes or until sugar is fully dissolved. Continue cooking until syrup forms.
For Finishing & Serving
Remove rolls from the oven and brush with glaze. Return to the oven for about 10 minutes.
Once finished transfer the rolls to a cooling rack and top with any and all remaining melado. Allow to cool for 5-10 minutes, top with 2 oz. of finely grated Oaxaca cheese and enjoy!
If you can't find Oaxaca cheese you can substitute for gouda or any semi-hard cheese.