Put lukewarm milk, yeast, and sugar in a stand mixer bowl, then whisk well. Let it sit for 5 minutes.
Combine bread flour and cake flour, and add to the milk mixture. Add salt and milk powder, and start the mixer kneading with a dough hook at medium speed.
When the dough is becoming a ball (after about 8 minutes), add soft butter and knead for another 4-5 minutes until the butter is completely incorporated. Cover with plastic, and leave in a warm place about 1 hour until the dough has doubled in size.
Make balls of Anko, each 1.5 (or 4cm) in diameter and about 1 1/4oz (or 35g).
Take the dough and deflate the gas from the dough. Put on to a cutting board, and cut into 8 equal pieces about 2.5oz (or 70g) each. Form into small balls. Let them rest for 15 minutes covered.
Flatten a ball of dough with a rolling pin to a 4 (or 10cm) round. Put a ball of Anko in the center of the round, wrap with dough, and pinch the ends of the dough so that the Anko is sealed inside the dough ball. Repeat for remaining dough and Anko.
Place shaped dough balls on a baking sheet lined with parchment paper leaving 2 (or 5cm) space between the balls. Brush egg wash (the mixture of egg with a pinch of salt) on the surface of the dough, and sprinkle some black sesame seeds on top. Leave them to double in size, about 1 hour.
Bake in a preheated oven at 400F(205C) for about 10 minutes until they brown.