In lukewarm milk, dissolve the sugar, then crumble in the yeast and let stand for 10 minutes until foamy.
In a large bowl, sift the flour, add the salt, then pour in the yeast mixture. Start kneading the dough.
Once the dough comes together, place it on a lightly floured surface and knead for 10 minutes until smooth and elastic.
Place the dough in a bowl, cover with a kitchen towel, and let rise for 1 hour, or until doubled in size.
Roll the risen dough into a rectangle, then place the cold butter in the center. Fold the edges of the dough over the butter.
Gently roll out the dough, then fold it into thirds. Cover and refrigerate for 30 minutes.
Repeat the folding and rolling process two more times, always chilling the dough for 30 minutes in the refrigerator between turns.
Roll out the finished puff pastry to 5 mm thickness, then cut into triangles and place a teaspoon of sweet azuki bean paste on the wide end of each triangle.
Roll up the triangles from the wide end towards the tip to form croissant shapes.
Place the croissants on a baking sheet lined with parchment paper, cover, and let rise for another 30 minutes.
Whisk the egg and brush the tops of the croissants with it, then sprinkle with sesame seeds.
Bake in a preheated oven at 375°F (190°C) for 15-18 minutes, or until golden brown.
Let the croissants cool, then sprinkle with powdered sugar before serving.
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