In the bowl of a stand mixer, combine the warm water, oil, and sugar. Sprinkle the yeast over the top and let sit for 5 minutes.
Add the bread flour, milk powder, and salt. Mix on low until a dough forms. Switch to the bread hook, and knead on medium speed for 6 to 8 minutes, until the dough is smooth and pulls away cleanly from the sides of the bowl.
Place in a bowl and coat with oil. Cover and let rise for 1 ½ hours.
Transfer the dough to a floured surface and divide into 6 pieces about 145 grams each.
Flatten with your palm and then roll out into a torpedo shape, about 7 inches long. If the dough resists and springs back too quickly, let it rest for a few minutes before continuing to roll out.
In a wide bowl, combine the parmesan and pizza seasoning.
Mist the top of the buns with water and coat with the parmesan herb mixture.
Arrange on a parchment-lined baking sheet. Cover loosely with plastic wrap, and let rise for 45 minutes.
Preheat the oven to 375°F. With a razor or sharp knife, make about 5 slashes across each bun. Top with the Monterey Jack cheese.
Bake for 28 to 30 minutes.
Let cool completely before serving.