Preheat your oven to 375°F (190°C). Line a large baking sheet with parchment paper for non-stick baking.

In a small saucepan, combine the milk, olive oil, and salt. Heat over medium heat, stirring occasionally, until the mixture just comes to a rolling boil. Remove from heat immediately.

In a large mixing bowl, place the tapioca flour. Pour the hot milk and oil mixture directly over the tapioca flour. Stir vigorously with a wooden spoon or a sturdy whisk until the liquid is fully absorbed and a thick, shaggy, clumpy dough forms. It will be very hot.

Let the dough cool for 5-10 minutes. It should still be warm but cool enough to handle without burning, and cool enough so that the egg will not scramble when added.

Once cooled slightly, add the large egg to the dough. Mix thoroughly, ideally by hand, kneading until the egg is completely incorporated and the dough starts to become smoother. Then, add the shredded cheese and continue to knead until it is well combined and the dough feels soft and pliable. If the dough is too sticky to handle, add an additional 1-2 teaspoons of tapioca flour.

Lightly oil your hands with a little vegetable oil. Take small portions of the dough, about 1-inch (2.5 cm) in diameter, and roll them into smooth balls. Place them 1-2 inches apart on the prepared baking sheet.

Bake for 20-25 minutes, or until the cheese breads are beautifully puffed and golden brown on the outside. They should have a slightly crisp exterior and a wonderfully chewy, cheesy interior.

Serve the Easy Brazilian Cheese Bread warm, immediately after baking, for the best texture and flavor.