In a microwave safe measuring cup, heat the milk to 100°F / 38°C. Whisk in the yeast and the sugar. Set aside until the mixture begins to foam. (~5 minutes)
While waiting, add the flour, salt, egg, and butter to the bowl of a stand mixer fitted with the dough hook attachment. When the yeast mixture begins to foam, add it in to the rest of the ingredients.
Knead the dough on low speed for 1 minute to allow the ingredients to come together. Increase the speed to medium-high and knead for an additional 10 minutes, or until the dough passes the windowpane test
Once the dough is done kneading, butter the inside of the bowl, form the dough into a ball and place it back in the bowl. Cover the bowl with a towel and place it in a warm environment to rise until doubled in size (~1 hr.)