Combine warm water and sugar.
Add yeast and let it rest until the mixture is foamy.
Combine cream, yeast mixture, oil, and salt in a large bowl.
Add flour to make a smooth but not too sticky dough.
Knead for 10 minutes by hand or 5 minutes with a mixer, at low speed.

Place the dough in a lightly oiled bowl. Cover with plastic wrap and let it rise until it has doubled in volume, about 1 to 1 hour 30 minutes.

Punch down the dough, add cubed cheese and grated cheese, and knead. Divide the dough into 12 pieces. Shape into balls.
Place on baking sheets lined with parchment paper.
Cover with a clean cloth and let it rise until it has doubled in volume, about 45 minutes.

Preheat the oven to 375 F (190 C).

Finishing:
Brush the rolls carefully with the egg.
Sprinkle with grated cheese and sesame seeds.
Bake for 25 minutes, or until the rolls are golden brown.
Let cool on a rack.

Unused baked rolls can be wrapped and frozen.
As needed, thaw on the counter and preheat the oven to 375 F (190 C).
Heat for 5 to 10 minutes on a baking sheet, until warm to the touch.