In a sauce pan, combine milk, water, oil, and salt. Bring this to a boil.
In a stand mixer bowl, pour the tapioca flour. Then pour in the boiling mixture and mix well on medium speed until uniform throughout. You should end up with a sticky mixture that holds its shape well
While the mixer is running, add the egg. Then add the parmesan cheese and mozzarella cheese. Mix again until uniform throughout. The dough should remain soft and sticky.
Next shape the dough and place them on a parchment paper lined baking tray. I used an ice cream scooper for easy shaping. You want to end up with balls about the size of a golf ball.
Bake in the oven for 15 to 20 minutes or until the balls reach a nice gold color.
When done, remove from oven and let cool just a little before enjoying! They are best eaten warm but not uncomfortably hot.