Line a baking sheet with parchment paper.

In a small bowl, stir together scallion, sesame oil, garlic, red pepper (if using), and kosher salt.

Punch down Milk Bread Dough, and let stand for 10 minutes. On a very lightly floured surface, divide dough into 6 portions (about 120 grams each). On a very lightly floured surface, roll 1 portion into a 10x5-inch oval. (Keep remaining dough covered with plastic wrap to prevent it from drying out.) Spread about 11⁄2 tablespoons (19 grams) scallion mixture onto dough, leaving a 1⁄2-inch border on all sides. Starting with one long side, roll up dough, jelly roll style, pinching seam and ends well to seal. Place dough horizontally in front of you. Place hands flat on each end of rope, and simultaneously roll your left hand up and your right hand down 2 to 3 times until dough twists into a tight rope. Lift rope by holding at both ends, and it will naturally start twisting around itself. Twist rope twice, and pinch and tuck ends as you place on prepared pan. Repeat with remaining dough and remaining scallion mixture, and place about 3 inches apart on prepared pan. Cover and let rise in a warm, draft-free place (75°F/24°C) until puffed and holds an indentation when pressed, 30 to 45 minutes.

Preheat oven to 350°F (180°C).

In a small bowl, whisk together egg and milk.

In another small bowl, stir together all sesame seeds and sea salt. Brush top and sides of dough with egg wash. Generously sprinkle sesame seed mixture onto ropes.

Bake until golden brown and an instant-read thermometer inserted in center registers 190°F (88°C), about 25 minutes. Let cool on pan for 5 minutes. Serve warm or at room temperature.