In a mixing bowl, combine the warm milk, sugar, and yeast. Let it sit for about 5 minutes, or until it becomes frothy.
Add the melted butter, salt, and egg to the yeast mixture and mix well.
Gradually add the flour and knead until you have a smooth, elastic dough. You can use a stand mixer with a dough hook attachment or knead by hand.
Place the dough in a greased bowl, cover it with a clean kitchen towel or plastic wrap, and let it rise in a warm place for about 1 hour or until it has doubled in size.