Mix lukewarm water with sugar and active dry yeast until it dissolves. Leave for 5-6 minutes until mixture turns bubbly, and stir until yeast is incorporated
Add bread flour and milk to activated yeast water to create the sponge dough
Use stir setting on mixer with mix attachment for 5 minutes until the dough gathers up and doesn’t stick to the sides of the bowl
Cover and rest in a warm area for 90 minutes or until 2-3 times bigger
Make bread dough by adding everything except butter to the sponge dough
Using a stand mixer with dough hook, knead on low speed for 5 minutes, and then increase the speed for 4 minutes until the dough is combined
Add softened butter and knead for 5 more minutes until dough passes windowpane test - dough should be very stretchy and you can see through it without breaking the dough
Form into a smooth ball and cover for 60 minutes or until doubled in size
Punch down dough and knead to remove air bubbles
Season scallions with pinches of sugar, salt, white pepper, and 2 tbsp of sesame oil. Adjust taste as needed
Divide into 8 equal dough balls (about 100g each) and roll out into long rectangular strips with a 2:1 ratio. Spread 1 tbsp of mayonnaise over the dough and sprinkle evenly with 2 tbsp of scallion mixture
Roll the rectangle along the long side to form a cigar shape, gently flatten, and cut down the middle while leaving one end uncut. Gently twist the two strips with the cut sides facing out, and pinch shut at the ends. Place on baking sheet
Brush egg wash over the twists and sprinkle with sesame seeds
Cover and rest for 45 minutes, and preheat oven to 350°F / 175°C
Brush dough with egg wash and bake for 10-12 minutes until golden brown