In a small pan place water, milk and butter. Bring to a boil.
When it starts boiling, remove from heat and add tapioca flour. With your hands mix the ingredients. Add egg and cheeses and mix well. *If you prefer not using your hands, you can use a stand mixer.
Make little balls and place them in a prepared baking sheet (you will probably need two).
Bake for around 20 minutes or until they turn golden brown.
Notes
If dough is too hard you can add 1/4 cup of hot water.