Soften yeast in warm water. Combine milk, butter, sugar, salt, and egg in mixing bowl. Cool to lukewarm. Add 1 cup flour; beat well. Stir in yeast. Add remainder of flour, stirring to form a stiff dough. Cover; let rise in warm place until light and doubled, about an hour. Roll out dough, half at a time, on floured surface to a 14x8 inch rectangle. Cut into 8 7x2 inch pieces. Cut your cheese into sticks about 6 inches long and 1/2 inch thick. Place one in center of each piece of dough. Sprinkle each with onion powder or 1/2 teaspoon finely chopped onion. Bring edges to center; pinch to seal. Seal ends. Place seam-side down on tray. Cover; let rise in warm place, about 30 minutes. Fry in heavily buttered skillet on medium heat (325-350) about 2 minutes on each side. Turn carefully to brown all sides. Add more butter as necessary. Serve hot.
Tips: For variety, add crumpled crisp bacon with cheese. Or, fill with frankfurters instead or with the cheese.
To reheat, place on ungreased cookie sheet. Place uncovered in 350 oven for 15 minutes.