Prepare Chicken Marinade: Cut chicken breasts into thin small slices. Mix yogurt with paprika, black pepper, curry powder, garlic powder, and mixed chicken spices. Combine chicken slices with marinade, cover, and refrigerate for at least 2 hours.
Activate Yeast: In a small bowl, mix warm water, warm milk, dry yeast, and sugar. Stir until dissolved and let sit for a few minutes until bubbles form, indicating active yeast.
Make Dough: In a large bowl, mix flour, salt, and baking powder. Make a well in the center and add the yeast mixture, eggs (or substitute with 1 tbsp vinegar), and vegetable oil. Gradually mix and knead by hand for about 8-9 minutes until dough is smooth and elastic. Place dough in an oiled bowl, grease the surface, cover, and let rest for 1 hour at room temperature.
Prepare Vegetables: Thinly slice colored peppers, onions, mushrooms, and prepare corn. Set aside.
Cook Chicken: Heat vegetable oil and butter or ghee in a frying pan. Add marinated chicken slices and cook over medium heat, turning every 2 minutes until fully cooked. Remove and cover to keep warm.
Cook Vegetables: In a separate pan, heat vegetable oil. Sauté onions until wilted and lightly colored, then cover and cook for about 5 minutes. Add mushrooms and cook for 2 minutes. Mix all vegetables together, add corn, salt, soy sauce, teriyaki sauce (optional), and oregano. Cook together for 2 minutes, then remove from heat.
Prepare Filling: Combine cooked chicken with vegetable mixture, stir well, and keep warm.
Assemble Sandwiches: After dough has risen, divide into small pieces. Roll out each piece, sprinkle mozzarella cheese on one side, then add chicken and vegetable filling. Fold dough over to enclose filling and seal edges well.
Apply Egg Wash and Bake: Mix egg yolks with milk to make egg wash. Brush the surface of each sandwich with egg wash and sprinkle sesame seeds on top. Place sandwiches on a baking tray and bake in a preheated oven at 170°C (338°F) for 20-30 minutes until golden brown.