Combine warmed milk, sugar and dry yeast into a bowl and give it a stir. Let it sit for about 5 minutes, until the yeast is active and bubbly.
In a bowl of a stand mixer, add in flour, egg, avocado oil and sea salt.
Add in the yeast mixture and knead until the dough is smooth and not sticky.
The dough should feel slightly tacky. If it's too wet, adjust with 1 tablespoon of flour, but don't be tempted to add in too much flour.
Once the dough is well-kneaded, transfer to a lightly greased bowl, cover and let it rest in a warm location until doubled in size, about 60-90 minutes, depending on how warm your kitchen is.
Assemble:
Deflate the dough and divide into 6 equal portions (I use a scale to do this).
Roll each portion into a rope, about 7-8" in length with the middle 2.5" being thicker than the ends.
Take the dough and coil it over a hotdog, leaving a little of the sausage showing at the two ends. (The middle should be larger than the ends).
Place onto a baking sheet lined with parchment paper.
Repeat with the remainder, ensuring that the buns have at least 2-3" of space in between.
Cover the dough and let it rise in a warm location until slightly puffy and larger in size, about 30-45 minutes.
Bake the buns:
In the meantime, preheat oven to 350°F/177°C.
Use a pastry brush to brush egg wash on the surface of the buns. (If desired, sprinkle sesame seeds on top).
Bake the hotdog buns at 350°F/177°C for 13-14 minutes, or until lightly golden brown.
Glaze the buns:
In a small bowl, combine sugar with hot water and mix well.
Remove hotdog buns from oven and use a clean pastry brush to brush the tops of each bun with the sugar glaze.
Return the buns into the oven for 1 minute.
Remove buns from oven and let cool before enjoying.