In the stand up mixer bowl, whisk together the flour, yeast and sugar, make a well in the middle and add the milk and butter, with the dough hook knead for about 4 minutes then add the salt, continue to knead for another 5-6 minutes until the dough is smooth, the dough will be slightly sticky.
Place the dough in a lightly oiled bowl, rolling the dough to cover lightly in oil. Cover with plastic wrap and let rise in a warm draft free area for about 2 hours.
Punch the dough down then form into 9 dough balls about 30 grams or just over 1 ounce each, place on a parchment paper lined cookie sheet, cover with plastic and let rise for about 1 hour.
Pre-heat oven to 350F (180C)
Beat together the egg and water and brush on the panini, sprinkle with seeds (sesame, poppy etc. if desired). Bake for approximately 10-15 minutes or until golden brown. Let cool on a wire rack, fill with your favourite cold cuts or filling. Enjoy!