Dissolve yeast and sugar in warm milk; let sit until foamy.
Combine flour and salt; add the egg, oil, and yeast mixture, plus warm water as needed to form a soft dough.
Knead until smooth; cover and let rise about 1 hour until doubled.
Divide into portions, roll out, and fill with your chosen filling (e.g. cheese, parsley, thyme); seal edges well.
Frying method: fry in hot oil until golden on both sides.
Oven method: brush tops with milk, sprinkle with sesame seeds, and bake at 190°C until golden, about 20 minutes.