In a small bowl, add warm milk, yeast, and sugar. Let the yeast activate; this will take around 5 minutes. The mixture should be frothy.
In a large mixing bowl, add flour, salt, egg, oil and activated yeast. Knead it till everything comes together and forms a soft dough. Take out the dough on a floured surface and knead for another 2-3 minutes. Put the dough in a mixing bowl, cover it with cling wrap, and set aside till it doubles in size. This process will take almost 1 hour.
Once the dough is doubled in size, take it out from the bowl and make equal size balls. This dough will give around 12 dough balls.
Spread the dough ball using your palm to form a disc, put the chicken mixture in the center, and very gently close it to form a bun.
Repeat the process with remaining dough balls. Brush the tops with egg yolk and sprinkle sesame seeds on top of buns. Put them aside for another 30-35 minutes.
Bake for 20-22 minutes in a preheated oven at 350F / 180C oven.