FOR THE DOUGH: Whisk water and ¼ cup flour together in small bowl until no lumps remain. Microwave, whisking every 20 seconds, until mixture thickens to stiff, smooth, pudding-like consistency that forms mound when dropped from end of whisk into bowl, 40 to 80 seconds.

In bowl of stand mixer, whisk flour paste and milk together until smooth. Add egg and yolk and whisk until incorporated. Add remaining 2¾ cups flour and yeast. Fit mixer with dough hook and mix on low speed until all flour is moistened, 1 to 2 minutes. Let stand for 15 minutes. Add sugar and salt and mix on medium-low speed for 5 minutes. With mixer running, add butter, 1 piece at a time. Knead for 5 minutes, scraping down dough hook and sides of bowl occasionally (dough will stick to bottom of bowl).

Transfer dough to lightly floured counter. Knead briefly to form ball and transfer, seam side down, to lightly greased bowl; lightly coat surface of dough with vegetable oil spray and cover with plastic wrap. Let rise until just doubled in size, 40 minutes to 1 hour.

FOR THE FILLING: While dough rises, grease 13 by 9-inch metal baking pan; set aside. Cook sausage in 12-inch nonstick skillet over medium heat until no longer pink, about 8 minutes, breaking up meat with wooden spoon into pieces no larger than ¼ inch. Stir in pepper, fennel, and sage and cook until fragrant, about 30 seconds. Using slotted spoon, transfer sausage to bowl and let cool completely, about 20 minutes.

Press down on dough to deflate. Transfer dough to lightly floured counter. Pat and stretch dough into 18 by 15-inch rectangle with long edge facing you. Sprinkle cooled sausage over dough, leaving 1-inch border along top edge. Smooth filling into even layer, then sprinkle cheese evenly over top. Gently press mixture into dough.

Beginning with long edge nearest you, roll dough away from you into cylinder, taking care not to roll too tightly. Pinch seam to seal and roll cylinder seam side down. Slice cylinder into 12 equal portions and transfer, cut sides down, to prepared pan. Cover tightly with plastic and let rise until buns are puffy and touching one another, 40 minutes to 1 hour. (Buns can be refrigerated immediately after shaping for up to 14 hours. To bake, remove pan from refrigerator and let sit until buns are puffy and touching one another, 1 to 1½ hours.)

Adjust oven rack to middle position and heat oven to 375 degrees. Bake buns until golden brown, 20 to 25 minutes. Rotate pan; cover loosely with aluminum foil; and bake until center of dough registers at least 200 degrees, 10 to 15 minutes longer. Let buns cool in pan on wire rack for 5 minutes. Place rimmed baking sheet over buns and carefully invert. Remove pan and let buns cool for 5 minutes. Place serving platter over buns and carefully reinvert. Let cool for at least 10 minutes longer before sprinkling with chives. Serve.