In a mixing bowl, combine the milk, yolk, all-purpose flour, salt, sugar, unsalted butter, and grated hard cheese. Mix with a stand mixer on low speed, using the paddle attachment, for a couple of minutes. Stop the mixer and scrape down the sides, then continue mixing until the dough comes together and forms a cohesive mass. Transfer the dough to a countertop and knead it briefly to ensure all the ingredients are well combined. Shape the dough into a flat disk and cut into quarters.
Line a baking tray with parchment paper. Take one quarter of the dough and roll it out into a rope about the length of the short side of your tray. Repeat with the remaining quarters of dough.
Place the dough ropes on the tray and refrigerate for one hour.
Preheat your oven to 175°C.
Take the tray out of the fridge and cut the dough ropes into 1cm pieces. Place them on the tray, leaving some space between each cookie.
Bake the cookies for 20 minutes or until they are lightly golden brown.