Mix water, 2 Tbsps butter, sugar, salt and egg in a large measuring cup. Mix well and add to the bread machine. (Note -follow the order of ingredients for your bread machine if different from liquid layer, dry layer and yeast).
Add the flour on top of the liquid and spoon yeast into a small indentation in the flour. Do not let yeast touch the liquid layer.
Start the bread machine on the dough cycle. When dough cycle is finished transfer dough from machine to a well floured surface. Shape dough into a rough ball to release any air bubbles.
Line the bottom of a baking sheet with parchment paper. You don't want to over crowd the buns so use a cookie sheet or at least a 9 X 13" pan. (If using a 9 X 13" the buns will join up during baking and you will have to separate after baking. They will look like store bought hamburger buns then!)
Separate the dough in half and then in half again into fours. Then cut each fourth in half to get 8 roughly equal size balls of dough. Place the dough balls on the parchment paper leaving as much room in between as possible.
Cover with a clean towel and leave in a warm spot to rise until doubled in size, about 1 hour.
Preheat oven to 375 degrees. When oven is ready and buns have risen brush the buns with the melted butter.
Bake buns about 12 minutes. Open oven and quickly sprinkle cheese evenly over the top of the buns. Return to oven and bake another 6 minutes.
When done, remove buns from the oven and allow to cool completely.