In a mixing bowl of a stand mixer, add the flour, granulated sugar, kosher salt, and yeast, and mix on low until combined.
Add the oil, egg yolk, eggs, and milk. Mix for about 10 minutes until you get a soft dough.
Let the dough rise and cover with a towel for at least 1 hour or until doubled in size.
Punch down the risen dough and transfer the dough onto a floured surface.
Stretch the dough into a log, and divide it into 8-10 equal pieces.
Divide every dough piece into 3 pieces and roll each piece into a log.
Lay the logs next to each other and pinch them tightly on the top and shape them into a braid. Pinch the end together and then pinch both edges of the braid together.
Place the challah buns on a parchment paper-lined baking sheet and cover it with a towel to rise until doubled in size, for at least 30 minutes.Brush the top of the buns with egg yolk or with a simple egg wash and top it with sesame seeds.
Bake in a preheated oven for 180c (350f) for about 10 minutes or until the tops of the rolls are golden brown, then decrease the oven to 100c (200f) and bake for another 15-20 minutes or until they are a deep golden brown color.