Combine 1/2 cup water, milk and butter in a microwave-safe container and heat for about 45 seconds to melt the butter and warm the milk. Set aside.
In the bowl of a stand mixer or in a medium mixing bowl, combine flour, brown sugar, yeast, salt and egg yolk. Slowly begin adding milk mixture and mix until dough comes together in a shaggy mass. If it seems too dry, add a teaspoon of water. Mix or knead until the dough is smooth and springy, about 5 minutes.
In a bowl coated with cooking spray, place the dough, flipping it over so the top is oiled, too. Cover with plastic wrap and set in a warm place to rise until doubled, about an hour.
Preheat oven to 375 degrees.
Turn out risen dough onto a lightly floured surface and divide into equal pieces, depending on the shape you desire. To make a tight bun shape, balance the dough on your middle finger and pull the sides down and under, pinching to make a smooth ball. Place each shaped piece of dough on a baking sheet. Once all are shaped, cover with a clean dish towel and set aside to rest.