For the grissini, warm the milk and butter slightly. Crumble the yeast and stir to dissolve.
Add flour, Parmesan cheese and salt and work with wet hands to a homogeneous dough. Leave to stand for half an hour.
Preheat oven to 180°C. Roll out dough, cut into narrow strips and twist around itself to make thin grissini.
Bake the grissini for 5 to 6 minutes until golden brown.