Start by combining flour, yeast, sugar, and salt in a bowl. Add warm milk and olive oil, then mix into a soft dough. Knead it well for about 8–10 minutes until smooth and elastic.
Place the dough in a greased bowl and cover it. Let it rest in a warm place until it doubles in size. This usually takes about 1 to 1.5 hours depending on room temperature.
Once risen, punch down the dough and roll it into a rectangle. Spread pesto evenly across the surface and sprinkle grated mozzarella generously on top.
Roll the dough tightly like a log and slice into equal portions. Place them on a greased baking tray, leaving some space between each roll.
Cover the rolls and let them rise again for about 20–30 minutes. This step ensures they turn soft and fluffy after baking.
Bake in a preheated oven at 180°C (350°F) for 20–25 minutes. The rolls should turn golden brown and smell amazing when done.