In a bowl, add the warm milk, the sugar and oil, stir to combine, add the remainder of the ingredients for the dough, mix to combine; cover it and let it proof it in a warm place for about 30 minutes or until it has doubled in size.
Meanwhile, mix all the ingredients for the filling in a separate bowl, separate a little bit of this mixture to put it on top of the dough, reserve.
After the dough has risen, remove it from the bowl, place it in a dry and floured surface, and stretch it into a circle. Make a ball with the filling and place it in the center of the stretched dough, close the dough by joining the ends, close it tight, press the top of the dough until it forms a disc, place it in a baking sheet, with the seam facing down, brush it with the ketchup/mayo/water mixture and add the remainder of the filling on top of the dough.
Put in a preheated oven for 25 to 35 minutes at 180C (356F).
Remove from the oven, wait 5 minutes before cutting and serve it!