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Step 1
Pour the warmed milk into a bowl, add in the sugar and yeast. Give it a stir and let the yeast activate and bubble.
Step 2
In a bowl of a stand mixer fitted with a dough hook, add in the flour, egg, oil and sea salt. Start the mixer of low and pour in the activated yeast and milk.
Step 3
Knead until the dough starts to come together and forms a smooth and elastic ball, about 7-8 minute of kneading.
Step 4
Put the dough into a lightly greased bowl and cover with plastic wrap. Place in a warm location and let the dough double in size (approximately 90 mins, depending on how warm your kitchen is).
Step 5
Prepare a baking sheet with parchment paper. Set aside.
Step 6
Once the dough has risen, deflate the dough and divide in 10 equal portions (if making regular sized buns) or 15 portions (if making mini sized).
Step 7
Roll each portion of dough into a long cylinder.
Step 8
Take one stick of pepperoni and begin to coil the dough at an angle around the pepperoni. Tuck in the ends.
Step 9
Place onto a baking sheet. Repeat with the remainder.
Step 10
Preheat the oven to 350°F/177°C.
Step 11
Loosely cover the buns and let rise for another 20 minutes, or until slightly puffy.
Step 12
In a small bowl, lightly beat an egg. Use a pastry brush to gently brush the tops of the buns. Add sesame seeds or any toppings you desire.
Step 13
Bake at 350°F/177°C for 18-20 minutes, until lightly golden. If the tops are browning too quickly, place a piece of aluminum foil over top.
Step 14
Glaze (optional): In a small bowl, dissolve 1 Tbsp granulated sugar with 1 Tbsp hot water and use a clean pastry brush to brush the tops of the baked buns. Return the buns into the oven (with the heat turned off) for another 2 minutes.
Step 15
Remove buns and let cool on a cooling rack.
Step 16
Best served freshly made. Or keep in an airtight container at cool room temperature for up to 3 days.