Process first 4 ingredients in food processor until blended. Whisk egg and milk until blended. With food processor running, gradually add egg mixture to cheese mixture, mixing well after each addition.
Divide cheese mixture into 12 portions; roll each into ball. Place on baking sheet. Let stand 15 min.
Heat oven to 425ºF. Bake cheese balls 20 min. to 25 min. or until golden brown. Serve warm.