1
: Buns: Combine warm water and sugar in large mixing bowl. Add yeast and let stand until mixture bubbles up.
2
: Add milk, oil and salt to yeast mixture. Stir to combine. Add flour to form a dough that is soft but not too sticky. Knead 10 minutes by hand or 5 minutes in mixer on low speed.
3
: Place dough in a lightly oiled bowl. Cover with plastic wrap and let rise until doubled in volume; 1-1½ hours.
4
: Punch down and knead in cubed and grated cheese. Divide into 18 pieces. Shape into rounds. Place on parchment paper lined baking sheets. Cover with plastic wrap. Let rise until doubled; about 45 minutes.
5
: Glaze: Brush rolls with egg. Sprinkle with grated cheese and sesame seeds.
6
: Bake in preheated oven for 25 minutes until well browned. Remove from baking sheets and cool on wire rack.