Heat the milk in a saucepan with the sugar, until it melts. Remove from the heat before boiling, transfer to a medium bowl and leave it till it gets just warm, not cold. Add the yeast and mix.
Add 3 tbsp. from the flour, mix well, and leave in a warm place of the house to rise for about 30-45 minutes, after you have covered it with kitchen towels.
Melt the butter and set aside to cool.
Separate the yolks from the egg whites and beat the egg whites into meringue in the mixer with the whisk. Transfer to a bowl.
Once the yeast has risen, transfer to the mixer bowl. Add the butter and start beating at medium speed with the hook attachment. Add the flour in 3 portions with the spices and knead for 2 minutes.
Add the yolks and the meringue and knead for about 10 minutes. The dough should be soft, moist, and fluffy. At this point, it does not come off the bowl or hands.
Transfer the dough to a large bowl, cover well with kitchen towels and leave in a warm place in the house to rise for about 1 1/2 hours or until it doubles in volume.
Lightly flour a work surface and transfer the dough. Divide it into three and knit 3 buns.
Spread oil on a baking sheet and place the buns. Leave them in a warm place in the house for 60-90 minutes so that they swell.
Preheat the oven, in the air, to 160 ° C. Beat the egg with 2 tbsp. water and carefully spread the buns so as not to pierce them with the brush and deflate. Sprinkle with sesame seeds and bake for 20-25 minutes.
Once cooked, transfer them to an oven rack and leave to cool for about 30 minutes.