Activate the Yeast: Heat the milk in a small bowl until warm (not hot). Stir in the yeast and sugar, cover, and let sit for 5 minutes until frothy.
Make the Dough: In a stand mixer bowl or large mixing bowl, combine the yeast mixture and olive oil. Add the flour, salt, and seasoning, and mix until a shaggy dough forms. If using a mixer, knead on medium-low for 3-4 minutes until smooth and slightly sticky. If making by hand, knead on a floured surface for 5-6 minutes until smooth.
First Rise: Lightly oil a bowl, place the dough inside, and cover with clingfilm. Let rise in a warm place for 1-2 hours, or until doubled.
Caramelize Onions: While dough rises, heat 1 tbsp olive oil in a pan over medium heat and fry the sliced onions until browned. Set aside to cool.
Prepare the Pan: Grease a 9x13 inch pan (or use two smaller pans, as described).
Shape the Rolls: Once dough has risen, punch it down and turn it out onto a floured surface. Roll it into a 12x16 inch rectangle. Brush with the remaining olive oil.
Add Filling: Spread the grated cheddar cheese and caramelized onions evenly over the dough.
Roll and Slice: Roll the dough tightly from the shorter end and slice into 12 equal rolls. Arrange them in the prepared pan(s), leaving space between each roll. Cover with clingfilm and let rise for 1 hour.
Preheat and Bake: Preheat the oven to 175°C (350°F). Uncover the rolls, sprinkle with the remaining 1/2 cup of cheese, and bake for 30-35 minutes until golden brown.
Cool and Serve: Let the rolls cool for 10 minutes, then cut them and enjoy! Store at room temperature for up to a day and refrigerate for 3-4 days.