To make Mushroom Filling: Heat olive oil in a skillet over medium-high heat. Add onion; cook 2 minutes, stirring frequently. Add mushrooms; cook 5 minutes, stirring occasionally. Stir in 1 tablespoon sesame seeds, garlic salt and ground black pepper. Remove from heat; let cool.
Combine 2/3 cup flour, undissolved yeast and salt. Heat water, milk and olive oil until very warm (120° to 130°F). Gradually add to flour mixture. Beat 2 minutes at medium speed of electric mixer, scraping bowl occasionally. Stir in enough remaining flour to make a soft dough. Knead on lightly floured surface until smooth and elastic, about 8 to 10 minutes. Cover; let rest 10 minutes.
Roll dough to 16 x 9-inch rectangle. Spread evenly with Mushroom Filling; sprinkle with cheese. Beginning at long end, roll up tightly as for jelly roll. Pinch seam to seal. Mix egg white with water; brush on all sides of dough. Sprinkle with sesame seeds. Cut into 12 equal portions. Place, cut sides up, on greased baking sheet. Cover; let rise in warm, draft-free place until doubled in size, about 1 hour.
Bake at 375°F for 20 to 25 minutes or until done. Serve warm.