Prepare the dough by first mixing together all the dry ingredients in a large bowl.
Add the warm water and mix it together until it forms into a soft dough ball. Let it rest for about 10 minutes (while you prepare your filling).
Mix together all the ingredients for your cheese roll filling in a medium-sized bowl, until well combined. The mixture should be smooth and not overly liquidy (add more flour if needed).
Once your dough has rested for 10 minutes, knead it on a lightly floured surface for about 5 minutes until smooth and elastic (if it becomes too sticky, add a bit more flour). Roll out the dough into an 18 x 24-inch rectangle about 1/4-inch thick with a rolling pin (you can also use a pasta machine if desired).
Spread half of your cheese roll filling evenly over one side of the rolled out dough (covering most of it), leaving about 1/2 inch uncovered along one long edge farthest from you.
Fold uncovered long edge over top of filling so that it overlaps slightly into center of roll; press down gently to seal.
Now starting from the end that is closest to you, carefully roll the entire cheese roll forward, over the filling towards you until it forms a long log shape. With your hands on either side of the cheese log, gently pull it apart at its center seam to create 2-inch spaces between each cheese log (as in photo).
Repeat with remaining cheese filling and dough.
Place rolls in a large plastic bag or a baking pan, cover and let rest for about 15 minutes at room temp (no need to prepare the oven for this step).
Preheat your oven to 350 degrees F and brush the rolls with an egg wash (1 egg beaten with 1 tsp of water) or milk (1 tsp milk + 2 tsp water + 1/2 tsp white vinegar). Sprinkle sesame seeds on top and bake the rolls for 30 to 35 minutes until they are golden brown (they will sound hollow when you tap the bottom of a roll with a spoon).
Allow cheese rolls to cool slightly before serving. Cheese rolls can be frozen in an air-tight container and defrosted later at room temp or reheated in a warm oven (350 degrees F) before serving.