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Put the milk, butter and 100ml water in a pan and gently heat until the butter is melted. Set aside to cool until just warm.
Tip the flour, sugar, yeast and 1 tsp salt into a large bowl and gradually work in the milk mixture, then the egg, until you have a smooth dough. Tip the dough onto a floured surface or into a stand mixer fitted with a dough hook and knead until elastic and shiny. Divide into 12 (about 80g each) pieces and roll into tight balls. Transfer to baking trays lined with baking parchment, leaving plenty of space between them, and put in a warm place to prove for 30-45 mins.
Heat oven to 200C/180C fan/gas 6. Press the rolls down gently using your hands, then brush over some milk and scatter over the sesame seeds, if you like (or, dust with some flour). Bake for 10-12 mins until risen and lightly golden. Leave to cool completely, then serve. Make up to two days ahead and keep in an airtight container.
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