In a small bowl, whisk together the milk and yogurt. Set aside.
Mix the dry ingredients together in a bowl or on a clean work surface. Make a well and slowly add in the milk-yogurt mix bit by bit, combining with the flour. Knead into a soft dough. Gather into ball and cover for 1 hour.
Lightly dust your work surface with flour. Divide the dough into 4 equal pieces. Use a rolling pin to flatten and stretch out, then place 1-2 tablespoons of shredded cheese in the middle. Pinch to enclose the cheese, then gently roll out again. If you’re having trouble rolling it out, let the balls of dough (with the cheese inside, rest, covered for 5-10 minutes)
Heat up a heavy bottomed or cast iron skillet (with a lid, preferably a glass lid) over high heat. Brush one side of the naan with water and place in the skillet, water side down.
Cover the pan and cook for 30 seconds, then check it to see if has started to bubble and rise.
Flip and cook the pan until it starts to brown.
When the naan is browned on both sides, brush with a bit of melted butter and sprinkle on chopped cilantro. Repeat with the remaining naan. Enjoy warm.