Ingredients

2 cups all-purpose flour2 teaspoons baking powder1 teaspoon sugar1/4 teaspoon kosher salt2 egg yolks2 tablespoons shortening1/2 cup whole milk, warmed2 egg whites2 cups Monterey Jack cheese or similar cheese, gratedGLAZE:1 egg yolk1 teaspoon aji amarillo or 1/2 teaspoon cayenne pepper1 pinch kosher saltSalsa, optional

Preparation

Mix flour with baking powder and set aside. In a large bowl, mix together sugar, salt, egg yolks and shortening until well blended. Add warm milk to the bowl slowly along with flour, combining to make a soft dough. Divide dough in two and let cool for 20 minutes.

Meanwhile, beat egg whites until stiff. Add cheese; mix and set aside.

Roll out one portion of dough into a 12x8-in. rectangle on top of parchment paper. Spread half the egg whites and cheese in the center. Fold one end of dough to the middle, starting with a short side; fold the other end on top.

Repeat with the remaining dough and egg-cheese mix.

For the glaze, mix the egg yolk, aji and salt together with a bit of water. Brush both rolls with glaze and bake at 350° for 20 minutes.