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In the bowl of your electric mixer, or a large bowl, combine warm milk and yeast and let sit for 5 minutes.
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Add egg, sugar, salt and ONE cup of flour to the yeast mixture and stir with a wooden spoon until combined.
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Sprinkle the remaining one cup of flour over the yeast mixture. Cove with a cloth and allow to rest in a dark corner of your kitchen for 40 minutes.
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When done, flour on the dough will looked crackled.
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Return your bowl to the mixer and fix with the dough hook (unless kneading by hand).
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Begin by kneading in one egg at a time, until you have added all four.
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Add the 1 and ½ cups of flour and knead on medium high speed until dough no longer sticks to the sides (this could be up to 15 minutes).
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Add butter and knead on medium high speed for another 5-10 minutes on or until smooth again.
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Place in a well greased bowl, cover and place in a dark spot in your kitchen for 1 hour or until it has doubled in size.
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Once doubled, punch down, and refrigerate covered, for 6 hours-overnight.
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Once chilled, begin to form the rolls.
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Cut dough into 15-20 equal pieces.
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Roll into balls and place on a lightly greased or lined cookie sheet spaced about 4 inches apart.
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Cover with a damp cloth and allow to double in size.
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Once doubled, preheat your oven to 375 degrees.
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Gently baste each bun with the beaten egg and sprinkle with sesame seeds.
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Bake at 375 degrees for 12-15 minutes or until golden.