In a large bowl, combine water, sugar and yeast. Set aside for 5 to 10 minutes, or until foamy on top. Add your egg and milk to the yeast mixture, and whisk to combine.
Add your flour and salt to the wet ingredients. Stir them together until you start to get a rough, shaggy dough. Add your melted butter, and continue stirring until you get a ball of dough.
Turn your dough onto a lightly floured work surface, and knead the dough for about 5 to 10 minutes, or until smooth and elastic. Add flour if needed to keep your dough from sticking. You can also do this step in a stand mixer fitted with the dough hook attachment (it'll be quicker!)
Transfer your dough to a lightly oiled bowl, and turn it over to coat all sides with the oil. Cover and set aside in a warm place for about 1 hour, or until the dough is about doubled in size.Line a 9x13 inch baking dish with parchment paper. Set aside. Turn your risen dough onto a lightly floured work surface, and divide into 6 equal portions. Roll each portion into a smooth ball. Place the balls of dough into your parchment lined baking dish. Cover and set aside again for the buns to double in size (about 30 to 45 minutes).Preheat your oven to 350°F.
In a small bowl, whisk together your egg and water. Uncover the risen buns, and brush with the egg and water mixture. Sprinkle sesame seeds on top (or your preferred topping, or leave plain).
Bake in the center of your preheated 350°F oven for 25 to 30 minutes, or until the buns are a deep golden brown color on top. Cool slightly before serving!