Activate the yeast.
In a large bowl, combine the warm milk, yeast, and sugar. Let stand for 5–10 minutes, until foamy.
Make the dough.
Add the egg, softened butter, and salt. Mix to combine.
Gradually add the flour, then knead by hand or with a stand mixer fitted with a dough hook for 7–8 minutes, until smooth and soft. The dough should feel slightly tacky without being overly sticky.
Lightly oil your hands to gather the dough into a ball. Place in a lightly greased bowl, cover, and let rise in a warm place for about 1 hour, or until doubled in size.
Shape and fill.
Gently press down the risen dough and divide it into equal pieces. Cut the cream cheese into the same number of portions.
Flatten each piece of dough, place a portion of cream cheese in the center, and bring the edges together. Pinch tightly to seal, then gently shape into a ball.
Arrange seam-side down in a greased round baking pan, working from the center outward to create a honeycomb pattern. Leave a little space between the balls so they can expand.
Let rise again.
Cover and let rise for about 30 minutes, until puffy.
Add the topping and bake.
Preheat the oven to 450°F.
Lightly brush the dough with the beaten egg, then sprinkle with nigella seeds and sesame seeds.
Bake for 15–18 minutes, until golden brown and the rolls in the center are baked through. Check early, as the tops can brown quickly at this temperature. If needed, loosely cover with foil while the bread finishes baking.
Prepare the honey syrup.
While the bread bakes, combine the honey and water in a small saucepan. Bring briefly to a boil, stirring to combine, then remove from the heat and let cool slightly.
Brush and serve.
As soon as the bread comes out of the oven, lightly brush with the warm honey syrup. Add more to taste, or serve the remaining syrup on the side.
Let the bread rest for 5–10 minutes before serving warm.