Combine all the dry ingredients.
Beat egg yolks.
Make tangzhong paste with 1/4 cup water and 1 tbsp flour.
Add tangzhong paste and shortening to egg yolks, then add dry ingredients, including yeast.
Add the milk alternately with butter, 1 tablespoon at a time, letting each tablespoon fully incorporate into the dough before adding the next.
Blend well. Knead until smooth and it passes the windowpane test, about 10 minutes on medium-high speed using the stand mixer.
Cover the mixing bowl in plastic wrap and let the dough rise for 1 hour or until doubled in size.
Cut the dough into 12 pieces and form into balls.
Roll out each piece into a rectangle about 4 x 10 inches, brush with butter as shown in the video and roll into a thin log. Shape into spiral ensaymada rounds tucking in each end under the dough.
Let dough rest for another hour until puffy and doubled in size.
Bake in 15-20 mins at 300F (or 150C) preheated oven until golden on top.
Let cool 5 minutes then turn rolls out onto a cooling rack. Let cool completely.
Brush with butter and powdered sugar mixture and top with queso de bola.