Preheat your oven to 375°F (190°C). Lightly grease a baking sheet or line it with parchment paper.
In a medium saucepan, combine the milk, vegetable oil, and salt. Heat over medium heat until it just begins to simmer. Remove from heat immediately.
In a large mixing bowl, place the tapioca flour. Gradually pour the hot milk mixture over the tapioca flour while whisking continuously. Mix until a thick, sticky dough forms.
Let the dough cool for about 5-10 minutes until it's comfortable to handle. This step is crucial to prevent cooking the eggs.
Add the lightly beaten eggs to the cooled dough, a little at a time, mixing well after each addition until fully incorporated. The dough will become smoother and slightly sticky.
Stir in the grated Parmesan cheese until evenly distributed throughout the dough.
With lightly oiled hands (this helps prevent sticking), roll the dough into small balls, about 1-1.5 inches in diameter. Place them about 2 inches apart on the prepared baking sheet.
Bake for 15-20 minutes, or until the cheese bread is puffed up and lightly golden brown. They should be slightly firm to the touch.
Serve immediately while warm for the best texture and flavor.