Combine water, oil, sugar, yeast, salt, and egg with about 1 1/2 cups of the flour in a large bowl. I use my Bosch. Beat till smooth.
Add enough flour to make a soft dough that is tacky, but doesn't stick to your finger. Knead for about 5 minutes in your mixer, or on a lightly floured counter.
Let the dough rest for about 5 minutes, then divide it into 8 equal pieces. Roll each portion into a round ball.
Place dough balls on a well-greased cookie sheet and press down with the palm of your hand to flatten slightly. Cover with plastic wrap or a lid and let rise till doubled. (Mine took about 30 minutes, but it could take up to 60 depending on the temperature of your kitchen.)
If desired, brush the top of the buns with water and sprinkle with sesame seeds.
Bake in a preheated oven at 350 for about 15-18 minutes, or until golden brown.
Let buns cool on a wire rack. Cut in half and be prepared for the yummiest hamburger you've ever had!