How can I approximate a deli kaiser roll?
Density

A high-protein bread flour will give strength to the roll, and allow it to rise higher. While it should still have some chew to it, this may be what your perceiving when you refer to density. Think of the difference between a pizza (typically high-protein, or "bread" flour) and a muffin or pastry (often uses lower protein flour). Bread flour can be substituted 1:1 with AP flour.

Crustiness

Instead of milk, try using an egg wash. This can be done by mixing a lightly beaten egg with 1 tbsp of water and a pinch of salt. Brush the rolls just before sprinkling on the poppy seeds.

Some more sugar might also improve browning. You could try increasing the sugar content by about 50% and see what effect it has on your rolls.



If you're interested in learning more about bread baking, this answer is based on a recipe from Bread Illustrated from America's Test Kitchen. I am not affiliated with them, but I feel like I should give the credit where it's due. 

The techniques for making bread can get very complicated and precise, so there may be other ways to improve your rolls. I would also recommend a recipe that uses weight instead of volume for measuring flour/water ratios. Hydration levels in your dough can cause a significant difference in your final product.