Combine milk, oil, and salt in a small saucepan over medium heat. Bring just to a simmer. Pour the hot liquid over the tapioca starch in a large bowl and stir immediately until it comes together into a shaggy dough. Let cool 5–10 minutes.
Add beaten eggs to the cooled dough and mix well with your hands or a wooden spoon until fully incorporated. Add parmesan and mozzarella and mix until evenly distributed. The dough should be soft, sticky, and slightly stretchy. If too loose, refrigerate 15 minutes to firm up.
Preheat oven to 400°F and line a baking sheet with parchment. Lightly oil your hands. Roll tablespoon-sized portions into smooth balls and place on the tray with 1.5 inches of space between each. Do not flatten.
Bake at 400°F for 20–25 minutes until golden and visibly puffed. Do not open the oven door during the first 15 minutes. They are done when the surface looks dry and golden, not pale or shiny.
Eat within 5–10 minutes of coming out of the oven for the best texture. Serve plain, with butter, or alongside a dipping sauce.