Prepare hot roll mix according to package directions just through the kneading step. Cover and let rest for 10 minutes. Meanwhile, for filling, stir together cheeses, carrot, parsley, chives, dill, and pepper in a medium mixing bowl. Fold in shrimp.
Divide dough into 16 portions; shape each into a ball. Roll each ball into a 4-1/2-inch circle. Place about 2 tablespoons filling on each circle of dough. Bring up sides of dough around filling; pinch edges of dough to seal.
Preheat oven to 375 degrees F. Place buns, seam side down, on greased baking sheets. Cover and let rise in a warm place for 15 minutes. Brush tops lightly with water; sprinkle with sesame seeds. Bake for 15 to 18 minutes or until brown. Cool on wire racks. Makes 16 servings.