Sift the flour into a bowl and make a well in the centre. Crumble the yeast into the well and add the milk. Cover and let sit 15 minutes until the yeast is foamy.
Melt the butter and mix in the salt. Beat into the batter and let rise another 30 minutes. Meanwhile, preheat the oven to 220 degrees C and line a baking tray with baking paper.
Roll out the dough into a rectangle about 5mm thick. Whisk the egg yolks and 2 tablespoons water together. Brush over half the dough and sprinkle that half with the grated cheese. Fold the other half of the dough over and roll out again to 5mm thick.
Slice the dough into 2cm wide strips and twist the strips to make spirals. Brush the spirals with remaining egg, sprinkle with the paprika, cumin and salt and place on the baking tray. Bake 15-20 minutes or until golden brown.