Cut the cheese into chunks. Place the flour and cheese into the food processor, process until the cheese is finely ground and no big pieces remain.
In the bowl of a stand mixer, combine the flour and cheese mixture with the remaining ingredients, mix and knead until a smooth dough forms. This will take quite a bit of time, about 20 minutes, so be patient.
Form the dough into a ball, place it in a greased bowl and let rise for 1 hour.
Refrigerate the dough covered overnight. This will help in shaping the buns.
Next day, take the dough out of the fridge about 1 hour before you want to shape the buns.
Divide the dough into 10 large buns or 20 smallish buns.
Shape each piece into a ball. The dough is more like play-doh and less like dough. Place the balls onto a parchment lined baking sheet, leaving space between them. Flatten them out by using a measuring cup or other flat surface.
Cover the buns and let them rise until they are very puffy. This might take about 3~4 hours, depending on how warm your house is.
Preheat the oven to 350°F.
Whisk the egg white with the water until foamy. Brush the buns with the egg wash.
Bake the buns for 25~30 minutes. Tent the buns loosely with foil if they start to brown too quickly. The buns have to be golden brown and if a instant read thermometer inserted into the center reads about 190°F.
Remove the buns from the oven, cool them on a rack.