Combine warm milk, honey, and active dry yeast in a small bowl and let sit for 5 minutes until foamy. You'll see it start bubbling on top when the yeast activates. Meanwhile, melt 2 tablespoons butter and whisk together the egg in a separate bowl.
Mix flour, sugar, and salt in a large mixing bowl and create a well in the center. Pour the yeast mixture and egg mixture into the well, then gradually incorporate dry ingredients until shaggy dough forms. Stir in the cheese, orange zest, and parsley until evenly distributed throughout.
Knead the dough on a lightly floured surface for 8-10 minutes until it becomes smooth and elastic. Don't panic if it feels sticky at first—that's normal. The dough should feel soft but not wet, and it'll spring back when you poke it.
Place dough in a greased bowl, cover with a damp towel, and let rise in a warm spot for 60-90 minutes until doubled in size. I usually set mine on top of the oven while it preheats. The longer rise time gives you more flavor development, but shorter works too if you're in a rush.
Turn out the dough and divide into 12 equal pieces, rolling each into a ball shape with your hands. Place 6 rolls on each parchment-lined baking sheet, spacing them about 2 inches apart. Cover loosely with plastic wrap or a towel and let rise again for 45-60 minutes until puffy.
Preheat oven to 375°F about 15 minutes before the second rise finishes. Brush the tops of each roll with melted butter, which gives them that gorgeous golden color. Bake for 18-22 minutes until golden brown on top and they sound hollow when you tap the bottom.
Remove rolls from oven and brush immediately with the remaining melted butter for extra softness. Let them cool on the baking sheet for 5 minutes before transferring to a wire rack. Serve warm or at room temperature—honestly, these Easter dinner rolls recipe versions taste incredible either way.