In the bowl of a stand mixer fitted with the dough hook, combine flour, sugar, yeast, and salt.
Heat milk and butter over low heat until butter melts.
Cool to 120℉-130℉ (49℃-54℃).
Pour over flour mixture.
Turn mixer on low speed.
Add egg.
Mix on low for 1-2 minutes.
Increase speed gradually to medium high.
Knead until dough is smooth and elastic, about 10 minutes.
Place in a covered container that has been sprayed with cooking spray. (Alternately, place in a bowl that has been sprayed with cooking spray and place in proofing box with water tray set to 78℉/21℃.)
Allow to rise at warm room temperature until doubled in bulk, about 1-1½ hours.