Activate Yeast. Pour warm water into the mixing bowl of a stand mixer. Dissolve yeast and sugar in water. Let sit for 5 minutes to activate yeast. Whisk in egg. Attach dough hook to stand mixer.
Mix Dough. In a large bowl, whisk together all-purpose flour and salt. Add half of flour mixture to mixing bowl. Mix on low speed until dough starts to form together. Continue running the mixer on low speed. Add oil and softened butter one tablespoons at a time. Once all the butter has been incorporated, add remaining half of flour.
First Rise. Increase to medium speed and knead bread for 2 minutes until dough is smooth, elastic, and does not stick to the sides of the mixing bowl. Transfer dough to a greased large bowl. Cover and allow dough to rest for 1 hour, until doubled in volume.
Prepare Filling. Mix together softened butter, Kewpie mayo ,sesame oil, and salt. The butter mixture should be creamy like mayonnaise. Stir in chopped scallions. Set aside until ready to assemble.
Fill and Slice: Punch down dough. Transfer to a clean working surface. Roll dough into a 20 x 14-inch rectangle.Spread filling mixture over rolled dough. Top with shredded cheddar. Measuring from the long end, slice dough into 12 equal strips.
Rolls Spirals. Starting from the edge closest to you, begin rolling the dough away from your body. Use your fingertips to lift and guide the edge up and over the filling, then continue rolling in a tight, even cylinder. Place in a 9×13-inch baking pan.
Second Rise: Cover rolls and place in warm area.Let rise for about 30-40 minutes until rolls look puffy and touch each other Preheat oven to 350℉.
Egg Wash: In a small bowl, whisk together egg, water, and salt. Lightly brush egg wash mixture over risen rolls. Sprinkle sesame seeds over rolls.
Bake: Bake rolls for 30-35 minutes until golden brown on top and the internal temperature of the rolls register at 185°F. Allow the rolls to rest for 5 minutes to slightly cool before serving.