In a stand mixer fitted with a dough hook pour the warm water into the bowl. Add in the yeast and sugar, stir and let sit for 10 minutes to foam up.
Next add in the flour, eggs and butter. Starting the mixer on low, begin to incorporate the ingredients. Bump up the speed to medium and mix until a smooth dough forms.
Lightly oil a large sheet tray flipped upside down so the lipped side is facing down. Divide the dough evenly into 24 balls and place onto the oiled sheet tray, into a wreath pattern, leaving a hole in the middle for a small bowl. It should be 16 around the outside and 8 in the middle ring. If you want, you can place the bowl the cheese sauce will go in and work around that, leaving about an 1 ½ inch border around the bowl. Cover with a clean kitchen towel and place somewhere warm to rise for 25-30 minutes.
Preheat oven to 375°F.
In a small bowl combine the 1 egg and milk. Whisk together. Once the rolls have risen brush with the eggwash and then sprinkle with the salt. Place in the oven and bake for 18-20 minutes or until the rolls have risen and turned golden brown.
While the rolls bake make the cheese sauce. In a medium sauce pot place the butter and cook until it melts and starts to bubble. Next add in the flour and cook until golden brown and smells nutty. Whisk in the milk and season with salt and pepper. Bring up to a simmer and then add in the cheese, mustard and a pinch of cayenne, whisking so the cheese doesn’t burn. Cook until the cheese is melted and the sauce is thick. Taste for seasoning. Keep warm until needed. If it looks too thick, thin it with a little milk.
Once the rolls are out of the oven and have cooled slightly, place on a large platter or cutting board. Pour the warm cheese sauce into a shallow bowl and place the bowl in the middle of the roll wreath. Garnish with cranberries and rosemary sprigs. Serve immediately.