First, make the roux (tangzhong): Place the flour and water in a small pot and whisk to combine. Set the pot over medium low heat and cook for a few minutes, until thickened into a wet, loose paste. Remove from heat and set aside to cool.
In the bowl of a stand mixer, pour in the warm milk and over it sprinkle the yeast. Stir together then let the yeast bloom; after about 5 minutes the mixture will look foamy.
Over the yeast add the flour, active starter, egg, oil, sugar, salt and the cooled roux. Affix the dough hook and knead for about 5-7 minutes, until the dough starts to clear the bowl and gather in a shapeless ball around the dough hook.
Transfer the dough to an oiled bowl and toss around to coat the dough with the oil. Cover the bowl and leave at room temperature to rise for 2-3 hours, until almost doubled in size.
Scoop the dough out of the bowl onto a floured surface and flour the dough. Divide into 8 pieces and roll each piece into a ball: pinching the seam together at the bottom and rolling the dough on the counter until taut.
Set the dough balls on a cookie sheet lined with parchment paper. Cover with a tea towel and spritz the towel a bit to make it damp (so the dough won’t dry out).
After about an hour, the dough will be puffy and when pressed it will not bounce back immediately but slowly, leaving a small indentation (if your kitchen is cold this may take longer). Preheat the oven to 375 F.
Brush some milk over the tops of the dough (or make an egg wash from a yolk whisked with a tablespoon of water or milk) and, if you like, sprinkle the tops with sesame seeds.
Bake for 15-20 minutes, until golden all over.
The rolls keep well at room temperature in an airtight container for 2-3 days.