In a small bowl, dissolve the active dry yeast in warm milk. Let it sit for 5 to 10 minutes until foamy.
In a large mixing bowl, combine the flour, sugar, and salt.
Add the melted butter, egg, and the yeast mixture to the dry ingredients.
Mix until a dough forms, then knead on a lightly floured surface for about 8 to 10 minutes until smooth and elastic.
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 1 hour or until doubled in size.
Punch down the dough to release the air. Divide it into 12 equal portions and shape each into a smooth ball.
Place the dough balls on a baking sheet lined with parchment paper, spaced about 2 inches apart.
Cover the rolls with a kitchen towel and let them rise for another 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 shiny crust.
Bake the rolls for 18 to 20 minutes or until golden brown on top.
Remove from the oven and transfer to a wire rack to cool slightly before serving.