In the bowl of the stand mixer, dissolve the yeast in the water. Stir in the sugar and oil. Let stand for 10 minutes.
With mixer on low speed, mix in the egg and salt. Gradually add in enough bread flour until dough pulls away from the sides of bowl.
Turn out onto work surface and knead for 5 minutes. Divide dough into 6 equal portions and shape into balls, placing on greased baking sheet. Flatten slightly with hand.
Cover loosely with light kitchen towel and let rise in warm place for 1 hour.
Ten minutes before the hour is up, preheat oven to 425 degrees F. Brush the tops of cemitas with milk and quickly garnish each one with toasted sesame seeds.
To the bottom rack in the oven, place an empty metal baking dish and let it preheat with the oven. When it comes up to temperature, pour in 3 cups of cold water to the baking dish that was preheating in the oven.
Place the cemita rolls on the middle rack for 9 minutes. Transfer to top shelf and bake for 3-4 more minutes or until golden brown. Internal temperature should read 190 degrees F.