Homemade hamburger buns are delicious and inexpensive and deeply satisfying to make. Plus, they're as nutritious as the flours you choose to use.
Pour the water into a large bowl, then sprinkle in the yeast, salt, and sugar, then stir in the butter and flour, mixing with a wooden spoon until there are no dry patches. The dough will be shaggy and sticky and this is fine. Cover it with plastic wrap or a shower cap and let it rest and rise at a warm room temperature for at least 2 hours and up to 5 hours, then -- if you can -- refrigerate it for an hour or longer before using it.
Cover two large cookie sheets with parchment paper.
Sprinkle the dough with flour and then take a knife to it and mark it into 14 or 15 pieces, so you have a rough guide as you're grabbing the dough to shape buns. Pull each piece of dough out and shape it into a little bun by rotating it in your hands to stretch its surface, pulling it under to create a taut, rounded top and a gathered-up bottom. You will want to do this kind of quickly, keeping your fingers moving lightly over the surface of the dough, rather than plunging them inside, where they will stick. If your hands get doughy, stop what you're doing, wash and dry them, re-flour the dough, and try again. As you shape each bun, place it on a prepared cookie sheet.
When all the buns are made, cover them with a dish towel or two, and leave them to rest until they are no longer cold to the touch --15 minutes or so if the dough was only briefly refrigerated, and a half hour if it is was colder for longer.
Heat the oven to 425. Brush the rested buns with milk, sprinkle them with sesame seeds, and bake in the oven for 20-35 minutes, rotating the pans top to bottom and back to front after about 15. The buns should be deeply golden on top, brown on the bottom, and hollow-sounding when you tap them. Remove them to a baking rack, and cover them again with a dishtowel to keep the surface from getting too crusty as they cool.
Leftover cooled buns can be frozen in Ziploc freezer bags for up to a month, and they're still very good. Makes 15 buns.