Mix warm milk, warm water, sugar, and yeast in a bowl. Let stand for 5 minutes.
Add egg white, salt, and flour gradually. Mix until a soft dough forms.
Add butter and knead for about 5 minutes until smooth and elastic.
Cover and let the dough rise for 1 hour or until doubled in size.
Cook onions with olive oil, salt, and sugar over low heat for about 15 minutes until caramelized. Let cool.
Mix ground beef with salt, black pepper, and molasses.
Divide dough into 10 equal portions and flatten each piece.
Place a portion of beef, caramelized onions, roasted peppers, and cheese in the center.
Seal the dough completely and shape into buns.
Place seam-side down on a parchment-lined baking tray.
Brush with egg yolk and sprinkle with sesame seeds.
Bake at 180°C (350°F) for 20–25 minutes until golden brown.
Mix all burger sauce ingredients in a small bowl.
Serve warm with the burger sauce.