Warm the milk until just warm. Add the yeast to the bowl of a stand mixer then pour the warm milk over it along with a pinch of the sugar. Let sit for a few minutes so the yeast can dissolve.
Add the flour, baking powder, salt, oil and remaining sugar to the bowl then affix the dough hook attachment.
Knead until dough comes together in a ball, about 5-7 minutes.
Place dough in a bowl covered in olive oil, turn a few times to cover the dough in oil. Cover with plastic wrap and set in a warm place to rise for about 1.5-2 hours, until it's almost doubled in size.
When your dough is ready, prepare a cookie sheet with parchment paper.
Divide the dough into 10 pieces (you can also do eight for larger rolls) and then one by one, shape the dough into balls. Let them rest for a few minutes.
Press down the center with your thumbs and place about 1 tablespoon cold cream cheese in each. Pinch the edges together to close the ball and roll it gently to shape. Place them seam side down onto the prepared baking sheet.
Cover the pan with a tea towel and let rise for 30-45 minutes. Prepare the toppings by mixing the seeds in a bowl and whisking the egg with a bit of water to make a wash.
Preheat oven to 375 F.
Gently pick up each ball and brush with egg wash. Sprinkle the toppings over the tops of the dough.
Bake for 18 minutes, until edges just turn golden.