Place the flour in a large bowl and add the salt on one side of the bowl and the yeast on the other.
Rub in the butter roughly then add half the egg. Keep the rest for egg wash before baking.
Add the milk and water and mix until the dough forms a ball.
Knead the dough for ten minutes until it is smooth and elastic. Add two thirds of the cheese, and the oregano during kneading,
Place the dough in a bowl covered in clingfilm to prove for 45 minutes to an hour.
When the dough has risen, take it out of the bowl and press it all over with your fingers to knock it back. Form it into a ball.
Split the dough in half using a scraper and then split each half into three.
Form each piece into a sausage shape, roll it up into a spiral and press down on top.
Place each roll on a baking sheet to rise again, for 45 minutes to an hour. Preheat the oven to 200 degrees. Place a deep roasting tin in the bottom of the oven.
After the second rise, you should see the rolls have doubled in size.
Before the end of the second rise, fill and boil the kettle.
Brush the rolls with the leftover egg, and top them with the rest of the cheese, some coarsely ground salt and another sprinkle of oregano.
Pour an inch or so of boiling water into the hot tray in the bottom of the oven, then quickly place the rolls in the oven.
Bake for 15 to 20 minutes until golden brown. Tap the bottom of the rolls to check if they are baked through. It should sound hollow if they are done.