In a large bowl, mix together the flour, yeast, salt and sugar.
Little by little pour in the milk and vegetable oil, mixing until getting a smooth, soft and not sticky dough.
Cover and let it rise in a warm place for 2 hours.
Cut the cheese in sticks from 7 cm long by 2 cm wide.
Roll out the dough antil getting it around 1/2 cm thick. Cut stripes from it (around 2 1/2 cm thick).
Wrap each strip around a cheese stick, going around the stick in a spiral, overlapping each turn so that the cheese is completely covered.
Pinch the ends so that the cheese is fully covered and can't run out when fried.
Deep fry the tequenos in very hot oil, until golden in color. Place on paper towels to absorb any excess oil.