Heat the milk and butter in a small saucepan over the lowest heat until the butter melts and the liquid is lukewarm, about 100-110°F. Remove the pan from the heat.

Stir the yeast and sugar into the warm milk mixture until they dissolve. Put the flour in a large bowl, pour in the yeast mixture, and knead with a hand mixer fitted with dough hooks, or in a stand mixer with the dough hook, for about 2 minutes.

Add the egg and salt and continue kneading for another 2 minutes until a smooth dough forms. Shape the dough into a ball with your hands, place it in an oiled bowl, dust it lightly with flour, cover with plastic wrap or a damp towel, and let it rise in a warm spot for about 30 minutes.

Knead the dough briefly on a lightly floured surface, divide it into 8 equal pieces, and roll each piece into a smooth ball. Arrange the balls a few inches apart on a parchment-lined baking sheet, press them down slightly, cover, and let them rise for another 30 minutes.

Preheat the oven to 400°F (200°C), or 350°F (175°C) for convection, with a rack in the middle.

Brush the tops of the buns with a thin coat of milk, sprinkle with sesame seeds, and bake on the middle rack for about 25 minutes until golden brown. Transfer to a wire rack and let cool completely.