Place water in the bowl of a stand mixer fitted with the dough hook attachment. Sprinkle yeast over the top and let sit about 10 minutes or until yeast begins to dissolve and look foamy.
Add flour, salt, and sugar, and mix on low until combined. If the dough seems dry, add a couple tablespoons of water. The dough should be sticky. Turn the mixer to medium and knead for 8 minutes. The dough should be very soft and supple.
Coat a large bowl with the oil. Flour your hands and remove dough from mixer. Place dough in the bowl; turn to coat in oil. Cover tightly with plastic wrap and place in a warm spot to rise for 1 hour.
Heat oven to 425°F and arrange rack in the bottom of the oven. If you have a pizza stone, place that on the bottom rack to heat as the oven heats up. Line a baking sheet with parchment paper.
Flour a clean work surface then remove dough with floured hands onto the surface. Flatten the dough and cut into 32 equal pieces. Roll each piece into a ball, pinching the dough together at the bottom to make firm.
Place the balls in a row on the parchment lined sheet or if you want to make a ring, place a large biscuit cutter in the middle of the baking sheet (this is where the dip will go) and place the rolls in a circle around the cutter, leaving about 1/2-inch space between them.
Beat the egg with a tablespoon of water and brush the top of each roll with the egg wash. Sprinkle the different seeds and salt among the rolls, you can use as many or as few seeds as you wish. Bake on the heated stone, or oven rack, for 20-25 minutes or until the tops are golden and rolls are firm. Remove the biscuit cutter and serve with warm queso dip.
For the Queso Dip:
Melt butter in a medium saucepan over medium heat. Add flour and cook 1 minute, whisking constantly.
Slowly add milk, whisking continuously, until smooth. Bring to a simmer, then add the cream cheese and half of the Chihuahua cheese; stir to melt. Add remaining cheese and remaining ingredients and stir until cheese is melted and combined. Remove from heat, pour into a serving dish and serve with bread.