Sift the flour into a large bowl, add the salt and sugar. Make a well in the center, add the dry yeast, warm milk, and water. Mix. Add the vegetable oil and egg, kneading the dough until soft.
Cover the dough and let it rise in a warm place for 60 minutes.
Prepare the filling by mixing tahini, sugar, and vegetable oil in a bowl.
Divide the dough into 8 equal pieces. Roll each piece out thinly, spread the tahini mixture, and roll into a log. Twist the logs into a bun shape.
Place on a parchment-lined baking tray, brush with egg yolk, and sprinkle with sesame seeds.
Bake in a preheated oven at 180°C (350°F) for 20-25 minutes until golden brown.
Serve warm or at room temperature.