In a large bowl, dissolve yeast in warm water. Add the milk, eggs, shortening, sugar, salt and 1 cup flour. Beat until smooth. Stir in enough remaining flour to form a soft dough.
Turn onto a floured surface; knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease the top. Cover and let rise in a warm place until doubled, about 1-1/2 hours.
Punch dough down. Turn onto a lightly floured surface; divide in half. Roll each portion to 1/16-in. thickness; cut out ten 5-in. circles from each. Combine the butter, garlic, basil, onion, caraway seeds, oregano and cayenne; spread over dough. Fold circles in half; set half aside.
For each loaf, start with one folded circle on a greased baking sheet with folded edge toward the right. Working from right to left, add another piece with folded edge on right side, overlapping three-fourths of the previous piece. Repeat.
Form a second rectangular loaf from the reserved folded circles. Brush with butter; sprinkle with sesame seeds. Cover and let rise in a warm place until doubled, about 30 minutes.
Bake at 350° for 20-25 minutes or until golden brown. Remove from pans to wire racks. Serve warm.