Combine milk and butter in a small saucepan.
Heat over low heat until butter is melted.
Cool to 115℉/46℃.
In the bowl of a stand mixer fitted with the dough hook, combine sugar, salt, yeast, flour.
With the mixer running at low speed, pour the milk mixture over the flour mixture.
Add egg.
Mix on low speed until incorporated, about 2 minutes.
Increase speed to medium high.
Knead until smooth and elastic, 8-10 minutes.
Place dough in a clean glass bowl or plastic container that has been sprayed with cooking spray.
Cover and allow to rise until doubled in bulk, about an hour.