In a stand up mixer, add warm water, milk , salt, and oil into the bowl and mix. Sprinkle the yeast then sugar and gently stir. Cover and allow the yeast to activate, about 3-5 minutes.
Add the flour into and mix with the dough hook until well incorporated. Cover with a towel and let the dough rise for 1 1/2 - 2 hours.
Notes
The dough will make about 20-24 piroshki, depending on how large you want the mini pies.
FRY METHOD- Add oil into a large pot, and heat oil to 330°F. Once the oil is hot add the filled piroshki into the pot and fry for about 2-3 minutes per side.
BAKE METHOD- Brush the piroshki with egg wash and add them to a baking sheet. Bake at 375F for 18-22 minutes, or until really golden.