In a large bowl, add warm milk, yeast and sugar. Whisk and set side for 10-15 minutes until mixture is foamy.
Add 1 egg, 3 tablespoons oil, 1 teaspoon salt and whisk to combine. Add flour in small portions while stirring with spatula. Transfer dough on a well-floured surface and knead until elastic and just barely sticking to your hands, about 4 minutes.
Place dough back in a bowl, cover with plastic and let proof in warm place until doubled in size, about 1 -2 hours.
Grease 9x13 inch ovenproof baking dish and set aside. Divide dough into 15 equal size pieces, roll into balls and place into baking dish, leaving some space in between. Cover with plastic, place in warm place and let rise until almost doubled in size, about 30 minutes. Preheat oven to 375 degrees F.
In a small bowl, add 1 egg yolk and 1 teaspoon water and whisk. Brush on top of proofed pampushky and bake uncovered for about 30 minutes or until tops turn golden brown.
While bread is baking, make garlic oil by combining olive oil, garlic, dill and salt in a small bowl.
Remove pampushky from the oven, top with garlic oil evenly while hot and serve with borscht.
Notes
Store: Place leftovers in an airtight container or tightly cover baking dish with plastic wrap and store them for up to 3 days on the counter. Reheat in a microwave or in air fryer until warmed through.
Freeze: Freeze pampushki in an airtight container for up to 3 months. Thaw on a countertop for a few hours.
Foamy mixture: Make sure your milk is between 105 F and 115 F, which is ideal for proofing dry yeast. Check with an instant read thermometer.
Active dry yeast versus instant yeast: You can use both yeasts interchangeably as long as they are both dry.
Warm place: Yeast dough rises faster in warmer place. How warm it is, will affect the rising time. Warm place is by the stove, a heat register or any source of heat. You can also place double folded blanket on top of the bowl to speed up dough rising.
Do not add too much flour: Add flour as directed in the recipe and knead the dough. If you add too much, your pampushki will be too dry.