In a bowl, add the warmed milk, granulated sugar and yeast. Give it a stir and let the yeast activate.
To a stand mixer bowl fitted with a dough hook attachment, add the flour, egg, salt, and oil. Add the activated yeast mixture and knead until the dough becomes smooth and shiny, about 5-8 minutes.
Transfer the dough to a lightly greased bowl and cover with a tea towel.
Let the dough rise in a warm location until doubled in size, about 1-1.5 hours, depending on how warm it is.
Once risen, deflate the dough and divide into 10 equal balls.
Shape into a round ball with your hand and place each dough ball on a parchment-lined baking sheet, allowing a few inches in between.
Press the dough down firmly to flatten and cover with a tea towel.
Preheat the oven to 350°F/177°C.
Once the dough balls have risen and are slightly puffy, lightly brush the tops with milk.
Add toppings such as sesame seeds (if you wish).
Bake at 350°F/177°C for 15-17 minutes, until lightly golden.
Remove from the oven and let cool on a wire rack.
Let the buns cool before slicing in half.