In the bowl of a stand mixer fitted with the paddle attachment, beat 1 cup (125 grams) flour, sugar, kosher salt, yeast, and rosemary at low speed until combined.
In a medium saucepan, heat milk, butter, and oil over medium heat, stirring frequently, until butter is melted and an instant-read thermometer registers 120°F (49°C) to 130°F (54°C). Add warm milk mixture, butternut squash, and Tangzhong to flour mixture; beat at low speed until well combined. With mixer on low speed, gradually add 2¼ cups (281 grams) flour, beating just until combined.
Switch to the dough hook attachment. Beat at low speed until a soft, tacky dough forms, 12 to 14 minutes, stopping to scrape sides of bowl; add up to remaining ¼ cup (31 grams) flour, 1 tablespoon (8 grams) at a time, if dough is too sticky.
Lightly spray a large bowl with cooking spray. Place dough in bowl, turning to grease top. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 40 minutes to 1 hour.
Line 2 baking sheets with parchment paper.
Punch down dough; cover and let stand for 5 minutes. Turn out dough onto a clean surface. Divide dough into 10 portions (about 100 grams each). On a clean surface, roll 1 portion into an 18-inch-long rope. (Keep remaining dough covered to prevent it from drying out.) (Do not use flour to roll out rope or it will be difficult, but if you feel dough is too sticky to shape, you can lightly dust the rope with flour to help.) Tie a loose knot toward one end of rope, leaving about 1 inch on one end. Wrap long end around the loop 2 times, and place end of rope at center. Wrap 1-inch end around loop, and pinch together both ends of dough under knot in center, forming a knotted ball. Press lightly on top of knot until it is 3 inches wide. Place, seam side down, on prepared pan. Repeat with remaining dough. Cover and let rise in a warm, draft-free place (75°F/24°C) until doubled in size, 20 to 30 minutes.
Preheat oven to 350°F (180°C).
Brush top of dough with egg. Garnish with pepitas and sea salt, if desired.
Bake until golden brown and an instant-read thermometer inserted in center registers at least 190°F (88°C), 12 to 14 minutes. Let cool on pan for 10 minutes. Serve warm or at room temperature. Store in an airtight container for up to 2 days.