In a small bowl, combine warm water, sugar, and active dry yeast. Stir gently and let it sit for 5-10 minutes until foamy.
In a large mixing bowl, whisk together the all-purpose flour and salt.
Add the yeast mixture, warm milk, melted butter, and egg to the flour mixture.
Mix with a wooden spoon or dough hook attachment until a rough dough forms.
Knead the dough on a lightly floured surface for about 8-10 minutes until smooth and elastic. Alternatively, knead with a stand mixer for 6-7 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 1 hour or until doubled in size.
Preheat the oven to 375°F (190°C).
Punch down the risen dough and transfer it to a lightly floured surface.
Shape the dough into a rectangle about 9×12 inches (23×30 cm) and place it into a greased 9×5 inch (23×13 cm) loaf pan.
Cover the pan loosely and let the dough rise for another 30 minutes until it rises just above the edge of the pan.
Bake the bread in the preheated oven for 25 minutes or until golden brown and the internal temperature reaches 190°F (88°C).
Remove the bread from the oven and let it cool in the pan for 10 minutes.
Transfer the bread to a wire rack and let it cool completely before slicing.
Once cooled, slice the bread into approximately 1/2 inch (1.3 cm) thick slices.
Cut each slice diagonally into two triangles to create sandwich bread triangles.