01 - Combine flour, sugar, yeast, and salt in a large bowl. Incorporate warm milk, melted butter, and egg until a cohesive, sticky dough is achieved.
02 - Transfer the dough to a lightly floured surface and knead for 5-7 minutes until smooth and elastic. Place in a lightly oiled bowl, cover, and allow to rise in a warm environment for approximately 1 hour, or until doubled in volume.
03 - While the dough rises, cook the breakfast sausage in a skillet over medium heat, breaking it apart as it cooks until thoroughly browned. Drain any excess rendered fat and allow to cool.
04 - Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
05 - Once the dough has risen, gently punch it down. Roll it out on a floured surface into a rectangle measuring approximately 12x8 inches.
06 - Evenly distribute the cooked and cooled sausage over the rolled-out dough. Follow with the shredded cheddar and mozzarella cheeses, chopped chives (if using), and a generous grinding of black pepper.
07 - Starting from one of the longer edges, carefully roll the dough up tightly to form a log. Slice the log into 8 equally sized portions.
08 - Place the sliced rolls cut-side up onto the prepared baking sheet. Brush the tops of the rolls with the beaten egg wash. If desired, sprinkle with sesame seeds.
09 - Bake for 20-25 minutes, or until the rolls are beautifully golden brown and fully cooked through.
10 - Allow the baked rolls to cool on the baking sheet for a few minutes before serving warm.