Divide the water pastry and the oil pastry into 8 equal portions each.
Use a rolling pin to flatten a portion of the water pastry. Wrap a portion of the oil pastry into the water pastry and roll it into a ball so that the oil pastry is now inside the water pastry.
Repeat until you have 8 balls.
Use a rolling pin to roll out each pastry ball into a flat oval shape, then roll them back up into a Swiss roll shape.
Cover the 8 rolls with plastic film and let them rest for 30 minutes.
Cut the rolls into halves to form 16 rolls.
To put the custard and egg yolk filling into the rolls, roll out each piece of dough, then place the filling inside the piece. Roll it back up into a ball. Repeat with each one.
Preheat oven to 356° Fahrenheit (180°Celsius). Put the rolls on a baking tray lined with parchment paper.
Evenly separate the mooncakes on the baking tray.
Brush each mooncake with the egg wash and sprinkle on the sesame seeds to garnish.
Bake for 25 minutes and serve immediately.