Preparation Combine yeast, 1/2 tsp. sugar, and 3 Tbsp. lukewarm water in the bowl of a stand mixer. Cover bowl and let mixture sit until foamy and active, about 10 minutes. Whisk milk, 3 egg yolks, 3/4 cup flour, and 1/4 cup sugar into yeast mixture until smooth. Cover and let sit until very bubbly, 1–1 1/2 hours. Add salt, remaining 3 egg yolks, 1/2 cup sugar, and remaining 2 1/4 cup flour to mixture. Fit mixer with dough hook and mix dough on medium-low speed until smooth and elastic, 6–8 minutes (it will be sticky). Add 8 Tbsp. room-temperature butter 1 Tbsp. at a time, mixing until completely incorporated after each addition (about 1 minute each time). Dough should be very easy to stretch. Cover bowl and let dough rise in a warm draft-free place until doubled in size, about 2 hours. Preheat oven to 325°F. Coat muffin cups with nonstick spray and line with 4" squares of parchment paper. Punch down dough; divide into 12 pieces. Working with 1 piece and covering the rest, roll out to a 14x3" rectangle. Brush lightly with melted butter and sprinkle with a little cheese (about 2 tsp.). Working at an angle so dough wraps down the length of dowel, roll dough toward you around dowel. Slide dough off dowel (it will scrunch up a bit). Stretch out to 8–10" long and coil around itself to make a snail-shell shape; place in a muffin cup. Repeat with remaining pieces of dough. Cover with plastic wrap and let rise until puffy and dough springs back when gently pressed, 25–35 minutes. Bake ensaimadas until golden brown and puffed, 20–25 minutes. Brush with remaining melted butter; sprinkle with more Parmesan and remaining 6 tsp. sugar. Do Ahead Dough can be made (do not let rise) 12 hours ahead. Cover and chill. Let dough come to room temperature, then let rise until doubled before proceeding, 1–2 hours.
Preparation Combine yeast, 1/2 tsp. sugar, and 3 Tbsp. lukewarm water in the bowl of a stand mixer. Cover bowl and let mixture sit until foamy and active, about 10 minutes. Whisk milk, 3 egg yolks, 3/4 cup flour, and 1/4 cup sugar into yeast mixture until smooth. Cover and let sit until very bubbly, 1–1 1/2 hours. Add salt, remaining 3 egg yolks, 1/2 cup sugar, and remaining 2 1/4 cup flour to mixture. Fit mixer with dough hook and mix dough on medium-low speed until smooth and elastic, 6–8 minutes (it will be sticky). Add 8 Tbsp. room-temperature butter 1 Tbsp. at a time, mixing until completely incorporated after each addition (about 1 minute each time). Dough should be very easy to stretch. Cover bowl and let dough rise in a warm draft-free place until doubled in size, about 2 hours. Preheat oven to 325°F. Coat muffin cups with nonstick spray and line with 4" squares of parchment paper. Punch down dough; divide into 12 pieces. Working with 1 piece and covering the rest, roll out to a 14x3" rectangle. Brush lightly with melted butter and sprinkle with a little cheese (about 2 tsp.). Working at an angle so dough wraps down the length of dowel, roll dough toward you around dowel. Slide dough off dowel (it will scrunch up a bit). Stretch out to 8–10" long and coil around itself to make a snail-shell shape; place in a muffin cup. Repeat with remaining pieces of dough. Cover with plastic wrap and let rise until puffy and dough springs back when gently pressed, 25–35 minutes. Bake ensaimadas until golden brown and puffed, 20–25 minutes. Brush with remaining melted butter; sprinkle with more Parmesan and remaining 6 tsp. sugar. Do Ahead Dough can be made (do not let rise) 12 hours ahead. Cover and chill. Let dough come to room temperature, then let rise until doubled before proceeding, 1–2 hours.