In a stand mixer fitted with the dough hook, combine the flour, yeast, sugar, oil, salt, and water.
Mix until a soft, smooth dough forms; it should feel supple and slightly tacky.
Transfer the dough to a lightly oiled bowl, cover, and let rise until doubled in size, about 1 hour in a warm kitchen.
Divide the dough into 12 portions of about 50 grams each. Shape into balls, then flatten slightly and roll each into a rope. Braid into small challah shapes, trimming the ends so they fit neatly into the pans.
Arrange in pans, cover loosely, and let rise for 20 minutes.
Brush with beaten egg, sprinkle with sesame seeds, and bake in a preheated 375°F/190°C oven until deeply golden, about 35 minutes.
Cool briefly, unmold, and serve.