Prepare a proofing oven by turning your oven light on. Then turn the oven to 300°F for 2 to 3 minutes, then turn it off.
In a large bowl, combine the bread flour, sugar, instant yeast, and kosher salt.
Add the warm water, warm milk, and oil. Mix until a shaggy dough forms.
Turn the dough onto a lightly floured surface and knead for 6 to 8 minutes, or until smooth and tacky but not sticky. If using a stand mixer, knead with the dough hook for 5 to 7 minutes.
Shape the dough into a smooth ball and place it in a lightly oiled bowl. Cover and allow to rise in a warm place for 15 minutes.
Line a baking sheet with parchment paper.
Turn the dough onto a work surface and divide into 8 equal portions, about 90 to 95 grams each.
Flatten each piece slightly. Pull the edges toward the center and pinch together to form a tight ball.
Place each dough ball seam-side down and roll gently beneath your cupped hand until smooth.
Arrange the dough balls on the prepared baking sheet and gently flatten each one.
Cover with a second sheet of parchment paper and place a second baking sheet on top. Press lightly.
Allow the buns to rise for 15 minutes while preheating the oven to 375°F.
Remove the top baking sheet and parchment.
Whisk together the egg and water. Brush the tops of the buns with egg wash and sprinkle with sesame seeds if desired.
Bake for 15 to 18 minutes, or until golden brown and the tops spring back when lightly touched.
Transfer to a wire rack and cool completely before slicing.