In a bowl, combine warm milk and yeast. Let sit for 5 minutes until foamy. Add sugar, salt, melted butter, and egg. Mix until combined. Gradually add flour, mixing until a soft dough forms. Knead the dough on a floured surface for 8-10 minutes until smooth and elastic. Place the dough in a greased bowl, cover, and let rise in a warm place for 1-1.5 hours until doubled in size.