Next, place the milk & water into a jug & warm in a microwave to 38°c/100°f (alternatively you could heat this up in a saucepan then transfer to a jug), then whisk in the yeast & leave to go bubbly, 5-10 minutes.
To the bowl of a stand mixer, add the flour, salt, sugar, milk powder, egg, oil & the cooled down tangzhong. Give the activated yeast a whisk then add to the bowl. Using the dough hook, knead the dough on a medium speed until smooth & starting to come away from the sides of the bowl, around 5 minutes. With the mixer still going, add in the butter a small amount at a time, incorporating each piece fully before adding more. Once all the butter has been incorporated, keep mixing until the dough passes the window pane test, this will take roughly 5-10 minutes.
Transfer the dough to a lightly oiled bowl, cover with clingfilm or a tea towel & leave to double in size at room temperature, 1-1½ hours.
In the meantime, cut the brie into 12 equally sized pieces then place in the fridge.
Grease & line a 9" x 12" baking tin.
Once risen, knock the dough back then transfer to a lightly floured work surface. Using a metal bench knife, portion the dough into 12 equal pieces. They will weigh around 60g each.
Take a piece of dough & flatten slightly. Place ½ tsp of cranberry sauce into the centre then top with a piece of brie.Fold the sides of dough up & over the cheese (so that the filling is completely covered) then flip the dough upside down & use your hands to shape into a ball.Place seam side down into the baking tin. Repeat with the remaining dough. In your baking tin, you should have four rows of three dough balls. Make sure that they are spaced equally apart.
Cover the tin loosely with clingfilm & leave to rise at room temperature for 1 hour. The dough should have risen & the dough balls will just be touching.
In the meantime, preheat an oven to 180°c/160°c fan (350°f/320°f).
Once the dough is well risen, whisk together the egg & milk for the egg wash. Brush this all over the top of the dough then sprinkle over the sesame seeds.
Bake in the preheated oven for 25-30 minutes, until a deep golden brown.
Melt the butter, mix with the thyme leaves then brush over the bread, whilst it's still hot.
Allow to cool slightly then serve.
To remove the bread from the tin, run a palette knife around the outside & in between each bun. You will then be able to pull the bread out with your hands.