Heat oven to 425 degrees F. Spray 2 baking sheets with cooking spray.
In a large bowl, whisk yeast into warm water until dissolved. Add sugar and oil; let stand 5 minutes. Add egg, flour and salt. Use a wooden spoon to stir until just combined.
Turn dough out onto a lightly floured surface. Knead by hand 3 to 5 minutes, adding more flour to dough as needed until a smooth, soft, elastic and only slightly sticky dough forms.
Divide dough into 12 equal pieces*; shape each piece into a smooth ball. Place buns at least 3 inches apart on prepared baking sheets (6 buns per sheet). Cover buns with tea towels or lightly greased plastic wrap; let rest 10 minutes.
Uncover buns and brush tops with egg wash; sprinkle with sesame seeds. Bake 10 to 15 minutes, rotating pans halfway through baking, until buns are golden brown. Transfer to a cooling rack to cool completely.
*NOTE: This recipe makes 12 small slider-size buns. For larger buns, simply divide dough into fewer pieces and increase the baking time.