1. Place all the dough ingredients into the mixer bowl in the order listed. Knead until a soft dough forms. Place it in a greased bowl and let it rise for 1-2 hours until it has at least doubled in volume.
2. Place the onion in a pan with 1 tablespoon of olive oil. Sauté gently until golden brown. Put all the filling ingredients into a bowl and add the sautéed onion. Mix well to combine.
3. Divide the dough into 4 pieces. Roll each piece into a rectangle, approximately 30x40 cm. Sprinkle each piece with 1/4 of the filling and roll it up into a log. Seal the two ends of the log with a little egg. Make 6 small slits, about 1 cm deep, around the edge of the halloumi roll. Brush with egg and sprinkle with sesame seeds.
4. Bake at 180°C (convection/fan setting) for 40-45 minutes.