1. In a saucepan, heat milk, water, butter and sugar to lukewarm. Remove from heat, dissolve yeast and let stand for about 10 minutes. Pour the mixture into a large mixing bowl.
2. Add salt and mix in egg. Gradually stir in flour. When the dough has pulled together, knead it until smooth and elastic (about 8 minutes). Divide the dough into 6 pieces (original recipe).
3. Shape the dough pieces into rounds. Place the rounds on a baking sheet, previously lined with parchment paper. Cover and let rise in a warm place for 30 minutes, until doubled in size (in a cold season, you can slightly heat your oven and put the dough in covered).
4. Preheat oven to 375 degrees F (190 degrees C).
5. Gently brush the risen balls with egg, sprinkle with sesame seeds.
6. Bake for 15-17 minutes, or until the top is golden brown.