In the bowl of a stand mixer fitted with the dough hook, combine the milk, sugar, egg, yeast, and flour. Mix on low speed for 5 minutes until a shaggy dough forms. Gradually add the salt and softened butter, continuing to mix for 2 minutes more until fully incorporated. Increase to medium speed and knead for 10 minutes, until the dough is smooth, elastic, and pulls cleanly from the sides of the bowl.

Cover the bowl with a clean kitchen towel and let the dough rise in a warm place until doubled in size, about 1 hour.

Turn the dough out onto a lightly floured surface and divide into 10 equal portions (about 100 grams each). Shape into tight balls and place evenly spaced on a parchment-lined baking sheet. Cover loosely and let rise again for 30 minutes.

Using your fingers, press a deep well into the center of each dough ball. Fill each with about a teaspoon of pesto. Top with a generous amount of grated Parmesan and then the grated Gouda or mozzarella.

Preheat the oven to 355°F/180°C using the convection setting.

Bake for 25 to 30 minutes, or until golden brown and bubbling. Let cool for 10 minutes before serving warm.