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 black pepper. Remove from heat; drain any excess liquid. Let cool.
Combine 2/3 cup flour, undissolved yeast and salt. Heat water, milk and olive oil until very warm (120º to130ºF). 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, then 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 375ºF for 20 to 25 minutes or until done. Serve warm.