defatted sesame flour extracted with 70% or 85% ethanol?
solubility in ethanol is 0.5 mg/ml
nastier solvents are also used: acetone, DMSO, methanol.. for less toxic process, maybe try extracting in ethanol, then add water to precipitate the lignan as a solid? I've seen this happen with other 'less-than-water-soluble' substances extracted in 40% etoh (hypericin, quercetin, various lignans...) [I know, ethanol is toxic too but I can't help thinking of it as.. overhyped vodka...
if you want pure sesamin for some reason, then by all accounts you will have to go with the complicated multi-step lab stuff, as you will find described by googling 'sesamin lignan extraction' or 'sesamin lignan solubility'
I prefer to extract me sesamin by digestion preferably with fresh garlic, lemon juice, and a little soy sauce... (gurgle)