Pão de queijo is made with tapioca starch rather than wheat flour, which is why it's naturally gluten-free and why the texture is unlike any bread you've had — chewy in a way that's closer to mochi than to a roll. The starch gets scalded with hot milk before the cheese and eggs go in, and Chef Domenic was clear that this step is what makes it work rather than an optional flourish. The batter is far looser than you'd expect and that's correct.
Clara