In a large mixing bowl, combine warm milk and sugar. Sprinkle yeast over the top and let it sit until foamy, about 5 minutes.
Add salt, egg, butter, and 2 cups of flour to the yeast mixture. Mix until smooth. Gradually add remaining flour to form a soft dough.
Turn dough onto a floured surface and knead until smooth and elastic, about 6-8 minutes. Place in a greased bowl, turning once to grease the top. Cover and let rise in a warm place until doubled, about 1 hour.
Punch dough down. Divide into 12 pieces and shape each into a ball. Place in a greased baking sheet. Cover and let rise until doubled, about 30 minutes.
Bake at 375°F (190°C) for 20 minutes or until golden brown. Remove from pans to wire racks to cool.