Combine flour, yeast, and 2 teaspoons white sugar together in a bowl.

Stir milk and water together in a microwave-safe bowl and heat until lukewarm, about 20 seconds. Pour milk mixture into the flour mixture and mix with a fork until dough is evenly combined.

Turn dough onto a lightly floured surface and knead for 2 minutes. Add salt to the dough and knead until dough is smooth, 2 minutes more. Shape dough into a ball, place on a floured surface, cover with a wet paper towel, and let rise for 10 minutes.

Mix brown sugar, 1/4 cup white sugar, walnuts, sesame seeds, and cinnamon together in a resealable plastic bag. Close bag and shake until filling is evenly combined.

Roll dough into a cylinder, cut into 10 pieces, and form each into a ball. Roll each ball into a 5-inch circle using a rolling pin. Place dough into the palm of your hand and spoon 2 tablespoons filling into the middle of the dough. Wrap dough around filling, forming it into a ball by pinching the edges together.

Roll each ball into a 5-inch circle using a rolling pin, ensuring filling stays inside.