Whisk milk and sugar together in a large mixing bowl until sugar is dissolved. Stir in yeast, and let stand until a frothy layer forms on the milk, about 10 minutes.

Stir in flour, most of the beaten eggs (reserve about 1 tablespoon of egg in a small bowl for later), vegetable oil, and salt; mix well until thoroughly combined.

Turn dough out onto a well-floured work surface, and knead until smooth and elastic, about 10 minutes. Place dough into a large oiled bowl, cover with a damp cloth or plastic wrap, place the bowl in a warm spot, and let rise until doubled, 2 to 3 hours.

Line a baking sheet with parchment paper.

Remove dough from the bowl, knead briefly to punch down, about 1 minute. Roll dough into a rope, cut into 12 equal pieces, roll each piece into a ball, and flatten into a disk about 5 to 6 inches in diameter.

Place 2 tablespoons of bun filling in the center of each disk, bring edges up over filling, pinch and twist to seal. Place seam-side down on parchment paper.

Cover the filled buns with plastic wrap, let them rise for 30 minutes.

Preheat oven to 350°F (175°C). Beat reserved egg with water, brush tops of buns with egg wash, sprinkle sesame seeds.