In a bowl, combine warm milk and water, add sugar and yeast, and stir until dissolved. Cover with a tea towel and let rise in a warm place for about 15 minutes.
In a large bowl, place flour, add salt, and the risen yeast mixture. Knead the dough by hand for 4-5 minutes or use a stand mixer for 2-3 minutes. Gradually add butter in 2-3 stages and continue kneading until the dough is soft and non-sticky. Coat with a little olive oil, cover with a tea towel, and let rise in a warm place for 1 hour.
Transfer the risen dough to a floured surface, shape it into a round form, and divide it into 8 equal parts. Shape each part into a round ball and place them on a baking sheet lined with parchment paper, keeping them 3-4 cm apart to avoid sticking during rising.
Brush the dough balls with beaten egg twice: once before rising and once before baking. Cover with a tea towel and let rise until doubled in size.
Brush the risen dough balls with beaten egg again, sprinkle with sesame seeds, and bake in a preheated oven at 190°C (374°F). Place another form with about 1 cup of water at the bottom of the oven to create steam, which will help make the buns airy and fluffy. Bake for 15 minutes, remove the water form, and continue baking for another 10 minutes.