Combine milk, shortening, sugar, and salt in a mixing dish. Put half of the flour and the bloomed yeast in. Blend on medium speed for 3-5 minutes, or until the consistency is like a paste. Stir in the egg yolks and the remaining flour for 3 minutes. If the dough is too wet or tacky, throw in some additional flour, but not much. The dough is meant to be sticky. Clean the edges of the bowl while kneading the batter in the center, then tent with a kitchen towel. Allow it to sit and rise in a warm location for 2-3 hours or until it has doubled in size. Transfer the batter ball to a lightly floured work area. Shape the batter into a rope and cut it into two pieces. Then, roll each piece once more and cut it into two parts. Repeat this technique until you have 16 slices. Flatten a piece into a rectangle (8x4 inch) with a rolling pin and paint the surface with melted butter. Stretch it from one end of the long side to the other to form a long, thin log, then bend it into a spiral shape with one end folded underneath the other. Put each coiled sheet in an oiled mold. Let it sit in an area around 70 F for 30 minutes to 1 hour, or until it has almost doubled in size. Cook for 20-25 minutes at 300°F/150°C in an oven. Allow them to cool for a couple minutes before pulling them from the molds. Then set them aside to cool fully. Next, make the buttercream by mixing 1/2 a cup of softened butter and 1/2 cup powdered sugar together. Then utilize a knife or spoon, to spread buttercream on top of the Ensaymadas, followed by a liberal quantity of shredded cheese.