Combine the flour, sugar, salt, and yeast in a large bowl. Add the oil and milk and gently mix the ingredients together with your hands. Slowly add water and continue mixing until you get a soft sticky dough.
Combine the egg and yogurt (or milk) together and whisk well. Brush the egg wash over the Turkish bread and sprinkle the sesame seeds over it.Bake it for about 20 min. or until it is golden brown. Reduce the heat to 320°F (160°C) and bake another 5 min.