Preheat the oven to 350F (175C), and grease two to 3 baking sheets.
In a large bowl, add the cassava starch, sugar, salt, butter, egg yolk, and cheese. Mix well and add the milk little by little until you have a homogeneous dough. Knead for 3 minutes.
Divide the dough into 32 equal portions. Working with one portion at a time; make a rope with each portion (if the dough falls apart, you need to knead a little more) 21 centimeters long. Bring ends together to make the ring and place it on the prepared trays.
Bake for 20 minutes. Remove and let cool completely.
Heat the oven to 250F (120C) and bake the rings a second time, for 40 minutes. Remove and let cool completely.