In a small bowl, whisk together the milk and sugar until blended.
Add the yeast to the milk mixture and stir.
Allow the yeast to proof for 5 minutes.
In a mixing bowl with the paddle attachment, blend the egg, melted butter, and salt until evenly mixed.
Add the flour, about ½ cup at a time, alternating with the milk.
Blend until a shaggy dough forms.
Transfer the dough to a greased bowl, turning once to coat.
Cover and place in a warm location to rise for 1 hour.
Punch the dough down and turn it out onto a lightly floured surface. Let the dough rest for 10 minutes.
Shape the dough into a rectangle and then roll it out until it is about 1-inch thick.
Cut the dough into 15 smaller rectangles.
Transfer the rectangles of dough to a large baking sheet lined with parchment paper. Cover and allow to rise for 30 minutes.
Preheat the oven to 375 degrees.
Bake the rolls for 10 to 15 minutes or until lightly browned.
If desired, brush the rolls with additional melted butter before serving.