In a medium sauce pan (or microwave safe bowl), warm the milk and melt the butter. Set aside to cool if too warm.
In your stand mixer, add the remaining ingredients: warm water, yeast, sugar, salt, flour, egg. Turn the mixer on low and slowly add the warmed milk and butter to the bowl.
Mix for 3-5 mins, and then transfer to a clean and oiled bowl. Cover and let rise until double in size.
Once dough has risen, punch down and shape into rolls or a loaf of bread. Cover once more and let the shaped dough rise.
While the shaped dough is rising, preheat the oven to 375°.
Bake for 15-20 mins. If using convection, reduce baking time by 5-10 minutes.
Notes
Dairy and non-dairy milk both work great. You want the milk warm not scalding. If milk is too warm let it cool down... or else the yeast will not activate. If needed, add more flour until the sides of the bowl come clean. You want the bread tacky but not too tacky.