In a small bowl, combine the warm milk and sugar. Stir until the sugar dissolves.
Sprinkle the active dry yeast over the milk mixture and let it sit for 5-10 minutes until foamy.
In a large mixing bowl, whisk together the flour and salt.
Add the melted butter, egg, and the yeast mixture to the flour mixture.
Stir with a wooden spoon or dough hook attachment until the dough begins to come together.
Turn the dough out onto a lightly floured surface and knead for about 8-10 minutes until smooth and elastic. Alternatively, knead with a stand mixer fitted with a dough hook for 5-7 minutes.
Place the dough in a lightly greased bowl, cover with a clean kitchen towel or plastic wrap, and let it rise in a warm place for about 1 hour or until doubled in size.
Punch down the dough to release the air. Divide it into 12 equal portions and shape each portion into a smooth ball.
Place the dough balls on a baking sheet lined with parchment paper, spaced about 2 inches apart.
Cover the rolls loosely with a kitchen towel and let them rise for 20-30 minutes until puffy.
Preheat the oven to 375°F (190°C).
Optional: Brush the tops of the rolls with a little milk or beaten egg for a golden crust.
Bake the rolls in the preheated oven for 18-20 minutes or until golden brown on top.
Remove from the oven and transfer the rolls to a wire rack to cool slightly before serving.