In a wide bowl, mix flour, butter, egg and salt together. Mix all the ingredients well. Do not mix it with water or milk.
Knead well and make a soft dough. Keep it aside in an airtight container for 15 minutes or store it in the refrigerator.
Sprinkle some dry flour and roll this dough into a sheet of 20 cm in length and 20 cm in width.
Keep filling the mixture evenly from top to end. Roll it from one end to another so it is cylindrical in shape.
Cut 1.5 or 2 - inch pieces. Sprinkle sesame seeds on top of the roll.
Preheat oven at 220 degrees.
Grease a baking tray with 1/2 tsp of oil. Arrange rolls in a baking tray and bake for 15 - 18 minutes until it is golden in colour. Remove from oven and gently apply butter on top of the rolls (with the help of a brush).