Step 1Make the semolina filling: In a small, heavy-bottom saucepan, heat the milk, sugar and water over medium-low heat until warmed. Gradually add the semolina, stirring constantly. Continue cooking, stirring constantly, until the mixture begins to thicken, 4 to 6 minutes. Stir in the butter, vanilla and salt and continue cooking until the mixture is the consistency of a thick porridge. This makes a scant 1 cup of filling, more than is needed for the remainder of the recipe.
Step 2Remove from heat and set aside to cool, stirring the filling occasionally to prevent a crust from forming. The filling will continue to thicken as it cools.
Step 3Heat the oven to 400 degrees. Line 2 baking sheets with parchment paper.
Step 4Unroll the puff pastry sheets and, using a 3-inch cookie cutter, cut circles out of each sheet. Place the circles on the lined baking sheets.
Step 5Put a scant teaspoon of the filling in the center of each circle. Fold the circle in half, squeezing out any air, and pinch the corners closed. Fold the crescent in half and pinch together to form a little purse shape with a pinched top. Use kitchen twine to tie a bow at the top of each purse.
Step 6Brush each purse with beaten egg and sprinkle over the sesame seeds. Bake until the purses are puffed and golden-brown, 25 to 30 minutes. Remove and cool slightly.
Step 7Sprinkle with powdered sugar and serve warm. The purses can be chilled up to 12 hours before baking; baked purses can be reheated briefly in a hot oven.