Cube butter and place in warm milk along with sugar. Stir until butter is melted.
Add yeast once it has cooled for about 5 min.
Add egg.
Add flour 1 cup at a time until dough pulls away from bowl and is no longer sticking to the bottom, that will be about 3 ½ to 4 cups of flour.
Knead for 5 minutes.
Form dough into a ball and place in a greased bowl and let rise until double about 1 1/2 hours.
After the first rise, shape dough into balls about the size of a golf ball. Place on a parchment lined or silpat baking sheet. Cover and let rise for about 30 min- 1 hour.