Combine bread flour and water/milk in a small pot. Cook over medium heat, stirring constantly, until it has a pudding-like consistency.
Remove from heat and let cool completely before using.
Main Bread Dough
Butter or oil a large mixing bowl, set aside.
Place milk, egg, TangZhong, bread flour, caster sugar, milk powder and salt in another clean and dry mixing bowl. Fit the mixer with a dough hook and run on low (Speed 1 on Kenwood Chef Sense) until a loose dough is formed. Add in the yeast and knead until a dough is formed, scrapping down the sides if necessary.
Add in the unsalted butter and knead for 15 minutes until the dough is soft and no longer sticky.
Lightly dust the table top with bread flour. Transfer the dough onto the floured table top and knead by hand for another 5 minutes, dusting with more flour if needed (but not too much). Pinch a piece of dough a test if it's ready - the dough is ready when it can be stretched into a thin membrane and a hole poked in the center is smooth and not an irregular tear-off.
Shape the dough into a ball and place in the buttered/oiled mixing bowl. Cover with clingwrap and set aside in a warm and draft-free area to rise for 1 to 2 hours, until double in size. (See Naggy 3)
Lightly dust the table top with bread flour again. Turn the dough out again onto the floured table top and knead for 2 minutes. Divide the dough into 24 equal pieces (about 30 grams each) and roll each piece into a ball. Cover with clingwrap and let rest for 10 minutes so the dough is easier to handle.
Shaping the Bread Rolls
Line a baking sheet with parchment paper.
Take a piece of dough and roll it out into a circle/oval. Fold the sides in so it resembles a cone shape, then roll it out as flat as possible so it becomes an inverted triangle.
Place a piece of the sausage on the wide end of the triangle then roll it up. Place the bread roll seam-side down on the baking sheet. Repeat until all the dough and sausages are used up.
Cover the bread rolls with clingwrap and set aside in a warm and draft-free area to rise for another 1 hour.
Baking the Bread Rolls
Preheat oven to 180C / 355F (not fan-assisted).
Discard the clingwrap covering the bread rolls. Brush the top of the bread rolls with milk and sprinkle sesame seeds generously on top. Press down on the sesame seeds gently so they adhere to the bread dough.
Bake for 15 to 20 minutes until the top is golden-brown.
Transfer the baking sheet onto a wire rack and let the bread rolls cool. Serve warm or at room temperature.
Storage
Keep the bread rolls in an airtight container. The bread rolls can be kept at room temperature for 2 to 3 days. If kept in the refrigerator, for up to 5 days.
NOTES
1) For first-timers: If this is the first time you are making the bread, add only 80 grams of milk instead of 125 grams. This is because different brands of bread flour absorbs liquid differently. Add more milk after mixing in the butter if the dough is dry.2) Scalding the milk: Heat the milk to a simmer, stirring frequently to prevent a skin from forming on the top, then let cool until it's warm or at room temperature before using. Some milk has a type of protein which inhibits yeast rise. Hence it's best to heat the milk to denature (sort of kill) the protein before using.3) Overnight: You can let the dough proof overnight in the refrigerator. Just wrap the bowl with a clingwrap and stash it in the refrigerator.4) The recipe makes about 700 to 750 grams of bread dough. If you don't want to use all at one go, take the amount of dough you don't plan to use, wrap tightly with clingwrap and store in the refrigerator. Use within 2 or 3 days.5) Recipe adapted from Christine's Hong Kong Sausage Rolls