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Mix together the warm water, warm milk, sweetener, and yeast. Let bloom for ~5 minutes, or until foamy.
Mix in the salt, butter, and egg. Add a cup of the flour at a time and knead until dough becomes soft and stretchy.
Place the dough in a bowl and let rise for about an hour, or until doubled.
For hot dogs: lightly flour your counter and divide into 10 (12 if you prefer less bun). Shape into a rectangle, then roll into a log. Pinch and tuck the ends under to seal.
For burgers: lightly flour your counter and divide into 8 (10 if you prefer less bun). Shape into a ball and gently press to flatten.
Cover and allow to rise for about 30 minutes, or until puffy. Preheat oven to 375 during this time.
If desired, brush with an egg wash (1 egg + a splash of whole milk) and sprinkle sesame seeds on top.
Bake for about 20 minutes, or until golden brown.
Allow to cool before slicing.
Store in an airtight bag on the counter for a few days, or up to a week in the fridge.