Preheat and Prep: Preheat your oven to 400°F (200°C) and line two baking sheets with parchment paper. Measure your tapioca flour into a large heat-proof mixing bowl.
Scald the Flour: In a medium saucepan, combine the milk, vegetable oil, and salt. Bring the mixture to a rolling boil over medium-high heat. Immediately pour the boiling liquid over the tapioca flour and mix well with a wooden spoon until a crumbly, sticky dough forms.
Cool Down: Let the dough sit for about 10–15 minutes until it is cool enough to touch (it should be warm, but not hot).
Add Eggs: One at a time, crack the eggs into the dough, mixing thoroughly after each addition. You may need to use your hands or a stand mixer with a paddle attachment, as the dough will be very sticky.
Add Cheese: Fold in the grated Parmesan and shredded Mozzarella until evenly distributed throughout the dough.
Shape the Buns: Grease your hands lightly with oil or water. Scoop about 1.5 tablespoons of dough and roll it into a smooth ball. Place the balls on the baking sheet, spacing them about an inch apart.
Bake: Bake for 20–25 minutes, or until the Brazilian cheese bread is puffed and golden brown with speckles of toasted cheese.
Serve: Remove from the oven and serve warm for the best texture.