Add yeast and warm water to a large bowl. Add oil and sugar; let stand for 5 minutes. After 5 minutes, mixture should be foamy.
Whisk in egg. Slowly mix in the salt and flour. Continue to add flour until you have a soft dough.
Using a dough hook, knead in a mixer for 3-5 minutes, until dough is smooth and elastic. (If you don't want to use a mixer, you can knead by hand on a lightly floured surface.) Do not let rise. Divide into 8 equal pieces; shape each into a ball. Do not let the dough rise.
Preheat oven to 425 degrees. Place the dough balls on a greased or lined baking sheet. Cover with a kitchen towel and let rest for 10 minutes. After 10 minutes, brush the buns with an egg was, then sprinkle with sesame seeds. Bake until golden brown, 8-12 minutes.
Store buns in an airtight container for up to 2 days. Or, freeze for up to one month.