In a bowl add milk, yeast, salt and egg. Mix well until everything well combined. Add sugar and flour. Knead the mixture inside the bowl for 5 mins.
After 5 mins add melted butter. Knead dough on a lightly floured surface until smooth and elastic, about 8 to 10 minutes. Cover it with with plastic wrap then cover it with a cloth. Let it rise.
When the dough is ready, punch it down to release the air. Divide the dough into 9 equal pieces. A bench scraper is always helpful for cutting dough. Shape each piece into a smooth ball. Arrange in prepared baking pan.
Shape pieces into balls and place in a greased pan. Cover and let rise in warm, draft-free place until doubled in size, about 30 minutes.
Brush the buns with eggs and sprinkle sesame seeds. Bake for 20-25 minutes on 180° in preheated oven.