Please make sure the butter and egg yolk are at room temperature. Put softened butter (but not melting) and icing sugar in a large bowl. Use a stand mixer with a paddle attachment or a hand mixer to beat the butter and sugar until combined and creamy. You can also manually do this with a balloon whisk. Add the egg yolk and whisk to combine
Add the cheese and sift in the flour and use a spatula to mix until you don't see pockets of flour
Preheat the oven to 320 F (160 C) for a conventional oven. 300 F (150 C) for a convection oven. Position the oven rack at the lower 3rd of the oven
Line a large baking sheet with parchment paper
Roll the dough out into about 4-5 mm in thickness, about 8 x 8 inches (20 x 20 cm), roughly! I use a dough scraper to help me make it neater on the edge. Save the trimmings so you can roll it out again to make more cookies. Use a pizza cutter or a knife and use your rolling pin as a guide or "ruler" and cut into square or rectangle shape.
In the photo above, I made only half recipe. You can cut into the size you want. Usually about 3.5 x 2.5 cm for each cookie (just a guide!).
Prepare the marshmallow frosting: (this has to be used almost immediately)
The marshmallow frosting cannot be made ahead as it will lose its fluffiness. Put the egg white in a mixing bowl. Make sure it is clean and grease-free. Use a stand mixer with a whisk attachment or a hand mixer and whip until the egg white is foamy. Add the vinegar and whip for another minute. Add the salt and icing sugar. Use the whisk to mix in the icing sugar so it won't fly all over the place when you start that mixer. Whip on high speed until you get a glossy, thick, soft peak. This may take about 10 minutes on high speed if using a hand mixer. It is much faster when you use a stand mixer
Take about 1 tablespoon of this marshmallow frosting and add one teaspoon of cocoa powder or brown gel food coloring if you have one. I use a cocoa powder. Mix to combine and transfer to a small plastic bag and cut off the tip
Spread the marshmallow frosting evenly on the surface of the pre-cut cookie dough you have prepared earlier. Then pipe a line across the frosting (refer to the photo above). Use a toothpick or a skewer to draw a line through this piped frosting to create the marble pattern
Use an offset spatula to gently lift the pre-cut dough and transfer to the prepared baking sheet. These cookies do not expand much, so you can put them pretty close to each other
Bake for 30 minutes. I bake this at the lower 3rd rack to prevent the frosting from cracking
Remove from the oven and let them cool down on the rack for 5 minutes and then transfer to a cooling rack
Once the cookies have cooled down completely, store them in an air-tight container and they can last for weeks