Place roux ingredients into the Thermomix bowl and cook 3 min/80°C/speed 3. Cool slightly before proceeding.
Add dough ingredients except sesame seeds to the Thermomix bowl and blend 10 sec/speed 6.
Knead 4 min/dough setting/Interval. Scrape out onto well floured silpat mat and wrap, prove until doubled. This is a very sticky dough, so you will need to use a silicone spatula and mat for ease of working with the dough.
Shape into 50g balls with wet hands and place on a paper lined tray. Brush with water and sprinkle with a few sesame seeds. Cover and prove until you are happy with the look of the rise.
Place into a cold oven set to 180°C and bake for 15 minutes.