Add warm milk, butter, sugar and yeast to a large bowl and stir to combine. Set aside about 5 minutes or until yeast starts to bubble. Add salt, 2 cups of flour and shredded cheddar. Stir until combined.
Scrape dough onto a well floured surface. Knead 3 to 5 minutes or until dough is no longer sticky.
Cover and set aside in a warm place to rise for an hour our until doubled.
Punch dough down and divide into 2 sections. Roll each section to about a 10 to 12 inch rectangle (mine was more of an oval).
Use a pizza cutter to cut into 1 inch strips. Cut each strip in half.
Roll each strip into a rope shape and loop together and tie in a knot. Place on a lined baking sheet (I love using a Silpat) about 2 inches apart. Repeat with remaining dough.
Cover and allow to rise for one hour or until doubled in size.
Preheat oven to 400 degrees.
Bake rolls for 12-15 minutes or until golden brown.
While the rolls are baking prepare the garlic butter.
Add butter to a small skillet or saucepan and place over low heat. Add garlic and cook 5 minutes, stirring often. Add parsley and fresh thyme, stirring to combine.
Brush garlic butter over rolls as soon as they come out of the oven. Sprinkle lightly with Kosher salt. Serve warm or at room temperature.