In the bowl of a stand mixer, combine warm water, yeast and sugar. Mix until combined. Let the mixture sit for about five minutes until its foamy. Once the yeast has proofed and is foamy, add the warm milk, butter, salt and flour. Using a dough hook, knead the dough on medium-high speed for about five minutes until dough is smooth and elastic. It will seem sticky at first, but keep mixing and it will become smooth.
Knead the dough into a smooth ball. Cover the bowl with a kitchen towel and let it rise at room temperature for 30-60 minutes.
Remove dough from the bowl and divide in many small round balls. Take one ball at a time and roll out on a lightly floured surface into a circle that’s about 1/4th inch thick. Using a pizza cutter or sharp knife cut the circle/dough in half lengthwise, and then cut the dough into triangles. Place the desired filling 1/4 inches from the triangle edge, fold the edged and using both hands, roll the crescent up. Place on a baking sheet about 2-3 inches apart, cover with a towel and set in a warm place to rise for 30 minutes to 1 hour.
Repeat with the rest of the dough balls.
Preheat oven to 400 degrees F. Before baking, brush each roll with the beaten egg wash and sprinkle sugar on top of it. Bake rolls for 12-15 minutes or until lightly golden brown.
Remove from oven, serve warm or at room temperature.
Store in an airtight container for up to 5 days.