In a large bowl, add warm milk, yeast and sugar. Whisk and set side for 10-15 minutes until mixture is foamy.
Add 1 egg, 3 tablespoons oil, 1 teaspoon salt and whisk to combine. Add flour in small portions while stirring with spatula. Transfer dough on a well-floured surface and knead until elastic and just barely sticking to your hands, about 4 minutes.
Place dough back in a bowl, cover with plastic and let proof in warm place until doubled in size, about 1 -2 hours.
Grease 9x13 inch ovenproof baking dish and set aside. Divide dough into 15 equal size pieces, roll into balls and place into baking dish, leaving some space in between. Cover with plastic, place in warm place and let rise until almost doubled in size, about 30 minutes. Preheat oven to 375 degrees F.
In a small bowl, add 1 egg yolk and 1 teaspoon water and whisk. Brush on top of proofed pampushky and bake uncovered for about 30 minutes or until tops turn golden brown.
While bread is baking, make garlic oil by combining olive oil, garlic, dill and salt in a small bowl.
Remove pampushky from the oven, top with garlic oil evenly while hot and serve with borscht.
