Shirmal

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1. 1
   Whisk ¼ cup whole milk, 3 Tbsp. (23 g) all-purpose flour, and ¼ cup water in a small saucepan to combine. Place over medium heat and cook, whisking constantly, until thickened, 1–2 minutes (the mixture, known as a tangzhong, will continue to thicken as it cools). Transfer to a small bowl and let cool.
2. 2
   Heat 1 tsp. granulated sugar and remaining ½ cup whole milk in a clean small saucepan over medium, swirling to dissolve sugar, until milk is just beginning to bubble at the edges of pan, about 1 minute. Remove from heat and add ¼ tsp. saffron threads, crushing between your fingers as you add. Let sit 2 minutes, then stir in 1½ tsp. instant yeast and 2 tsp. granulated sugar.
3. 3
   Whisk 1½ tsp. Diamond Crystal or 1 tsp. Morton kosher salt, ¼ tsp. ground turmeric, 5 Tbsp. (63 g) granulated sugar, and remaining 2¾ cups (344 g) all-purpose flour in the bowl of a stand mixer, then attach to mixer fitted with the dough hook. Add 1 large egg, tangzhong, and yeast mixture and mix on medium-low speed until a dough forms. Add 4 Tbsp. unsalted butter, cut into pieces, room temperature, a piece at a time, mixing after each addition until incorporated before adding more. Increase speed to medium and knead dough 15 minutes (it should be smooth and soft). Remove bowl from mixer and cover tightly with plastic wrap; let dough sit until slightly risen, about 30 minutes (it can sit up to 1 hour).
4. 4
   Divide dough into 4 pieces and form into smooth balls. Place on a parchment-lined baking sheet and flatten into 5"-diameter disks. Using a bench scraper, firmly press down on dough to create evenly spaced lines in one direction and then the other to make a grid pattern (do not use a knife or press so hard you split the dough). Cover with plastic wrap; let dough sit until slightly risen, about 1 hour (it can sit up to 1½ hours).
5. 5
   Place a rack in top third of oven; preheat to 375°. Whisk 1 large egg yolk, remaining 1 large pinch of saffron threads, crushing between your fingers as you add, remaining 1 tsp. granulated sugar, and 1 tsp. warm water in a small bowl until smooth. Lightly brush tops of each loaf with egg wash, then sprinkle with black and white sesame seeds. Bake shirmal until puffed and golden brown, 15–17 minutes. Transfer to wire racks and let cool before serving.