Prepare the yeast. In a cup or bowl, heat the water in the microwave in 15-second increments or on the stove until it's just warm to the touch. A thermometer should read around 110°F-115°F.
Stir in the yeast and sugar. Loosely cover with plastic wrap and let it stand for 5 minutes until it gets foamy. If the mixture doesn't get foamy, throw it out and start again with a new packet of yeast.
Prepare the dough. In the bowl of a stand mixer (or a regular large bowl), whisk together the all-purpose flour and salt.
Attach the dough hook to the mixer and add the oil and yeast mixture. Mix on medium-low speed for 6-8 minutes (or mix by hand), until the dough becomes smooth and elastic. The dough will be slightly tacky but not completely sticky. If it is still fairly sticky, knead in 1 tablespoon of additional flour at a time until smooth and elastic. If it's too dry, add in 1 tablespoon of additional water at a time.
Rise. Coat a large bowl with oil and transfer the dough to the bowl, shaping it into a ball. Cover it with a kitchen towel and let it rise until it has doubled in size, about 1-1½ hours, or until it has doubled in size.
Line 2 large baking sheets with parchment paper and set aside.
Shape and rise again. Divide the dough into 6 equal pieces and shape into 7-inch long ovals with a tapered end, like a football. Place 3 bolillos on each of the prepared baking sheets and lightly brush the tops with a little oil or spray with cooking spray to keep them moist. Cover loosely with plastic wrap and let them rise again for 45 minutes.
Create steamy oven. 15 minutes before they’re finished resting, fill a 9x13-inch baking dish with 10 cups of water and place it on the lowest rack in the oven to create a moist environment for the bolillos. Preheat the oven to 425°F.
When the dough is ready, make a ¼-inch deep cut lengthwise down the middle of each bolillo using a very sharp knife.
Bake. Spray tops of the bolillos with a little water, then transfer them to the oven and bake for 30-35 minutes, until golden brown.
Let them cool for at least 10 minutes before serving.
Notes
Make sure your yeast is alive before adding it to the dough. If the water and yeast mixture is bubbly and frothy, that means the yeast is alive and thriving which is great! If it’s not, that means the yeast is likely dead and you need to start over with a new yeast packet.