Mix warmed milk, yeast, and sugar in counter top mixer with dough attachment or bowl. Allow to proof for about 10 minutes, until foamy.
Add egg, oil, salt, and flour.
Knead for 8-10 minutes then place in slightly oiled bowl, turn to coat all sides in oil, cover with clean tea towel, and allow to rise in warm (but not hot) area until double, about 1 hour.
Lightly spray with oil a 9x13 pan. Punch down, shape into 15 uniform balls*(see notes), place in pan.
Cover with tea towel, let rise in warm area until the desired size.
Bake in pre-heated 350°F oven for 12-15 minutes until light brown, the internal temperature should be about 190°F
Remove from oven. Brush top, if desired, with melted butter.
Take out of pan and allow to completely cool before storing.
To double the batch, I've had great results doubling everything exactly except the yeast, which I use 4½ tsp of. *The easiest way to get the same size from each roll is to weigh the dough before dividing it, use grams. Divide that number by 15, you'll have the weight for each roll (average about 56g). Then just tear off some dough onto the scale until it's that weight, and zero the scale out for each roll. See the photos for how to form each ball.