Warm the milk and water to a bit above room temperature, about 100F. Add the yeast and sugar and allow to dissolve briefly.

Add 3 cups flour and salt and mix in a stand mixture until good gluten forms. Add the butter and egg and remaining flour and mix until a good dough forms.

Slice sausage into quarters about 2.5 inches long. Shred the cheddar.

Let dough proof until amost doubled. Divide dough into 12 portions. Shape each portion into an oval. Place sausage and a pinch of cheese and fold the edges of the dough over and pinch to seal well.

Place in oven with the light on until noticeably poofy, almost doubled. Remove from oven then preheat to 375F. Brush dough with heavy cream and top with sesame seeds, if desired.

Bake until gokden brown on top and a thermometer lightly inserted reads 205F. Move to a cooling rack and cover with a towel for 15 minutes before eating.