This recipe uses a technique called tangzhong. It goes by several other names, such as hot water bread (or water roux bread), Hokkaido or Japanese milk bread and 65 degree bread (because you cook the roux to 65 degrees Celsius). The technique supposedly originated in Japan, but its popularity is widely attributed to Yvonne Chen, who wrote about it in a Chinese-language book. You'll probably be familiar with the bread, if not the technique, because it's what many Asian bakeries use to make those fluffy, slightly sweet rolls and loaves that stay soft for several days, instead of going hard quickly, thanks to the water roux (or, with this recipe, a milk roux) that helps the bread retain moisture.
It's not a difficult technique to master, and once you know how to do it, you can also use the basic dough recipe - omitting the cheese, and using plain butter - to make brioche-type loaves or rolls. If you can't find piment d’espelette butter in your supermarket, mix 200 grams (7oz) salted butter with about 3/4 tsp piment d’espelette, or another type of mild chilli powder.
It's important that you use the correct amount of flour to make the dough, so I've given weight measurements, rather than volume. If you don't use enough flour, the dough will be too soft.
This dough can be mixed and baked the same day, or refrigerated overnight, whichever is more convenient. The rolls are delicious on their own, but are even better when warmed then spread with even more butter.