Sift the flour in a large bowl. With part of it, mix the yeast with the sugar and slightly heated milk to a sludge, in order for the yeast to activate. Once it does, add it to the remaining flour and add in the rest of the ingredients for the dough.
Knead it and divide it into 12 balls of approx. the same size. Prepare muffin cups (I prefer silicone ones), smear them with oil.
Cut up the cream cheese into 12 parts with a knife and leave it aside.
You're also going to need a rolling pin and a pizza cutter (if you have a wavy one, your muffins are going to turn out even more original than mine).
Roll out each ball into an ellipse or rectangle, distribute cream cheese pieces at one of the narrow ends, cut the other into strips. Then wrap it into a roll, starting from the stuffing and going toward the strips.
Place it in the muffin cup. Do this for all the remaining muffins. Once ready, smear them with egg and sprinkle with sesame. Bake at 356°F (180 °C) until golden.
You can serve them to guests, or as a snack or any time really. They're really delicious!