In a large bowl, combine milk, yeast, sugar, and salt. Let it stand for 5 minutes, then add the egg and beat well to combine.
Add the squash and butter (or coconut oil) to the liquid; mash with a fork until the butter is in small pieces. Add 1 1/2 cups flour and mix well with a wooden spoon. Gradually mix in more flour by the cupful until the dough collects around the spoon and pulls away from the sides of the bowl. You might not need all the flour.
Transfer to a lightly floured surface and knead for about 2 minutes. Put dough in a greased bowl and cover with a tea towel. Let it rise in a warm place until doubled in size, about 1 hour or so.
Preheat the oven to 400F and butter a large baking sheet.
Punch down the dough and turn it out onto a lightly floured work surface. Knead until it is smooth and supple, about 7 minutes. Cut the dough into four equal pieces. Then cut each piece into 4-6 smaller pieces.
Roll each piece into a round ball and around the rounds on the baking sheet so they barely touch. Brush with melted butter and sprinkle with sesame or poppy seeds. Cover with plastic wrap and let rise for 30 minutes.
Bake until golden brown, about 20 minutes. Let cool, then pull apart to eat.