In a large bowl of a stand mixer, add the warm milk, yeast and sugar. Mix and wait 5 minutes until some bubbles form on top ofthe milk and it becomes foamy. This is a very important step, if your yeastdoes not foam after 5-10 minutes, it is probably old and no longer active. Make sure to re-do the process with fresher dry active yeast.
Add the egg and melted butter. Turn the stand mixer on low (using the dough hook).
Slowly add the flour, using a slow setting of 2-3. Once all the flour is in, increase the speed to 5 and let the mixer work kneading the dough for 8-10 minutes.
Grease a large bowl with melted butter, transfer the dough, and cover it with plastic wrap. Allow it to rest in a warm place for 1-2 hours. It will depend on how warm your house is. You need to wait until it has doubled in size.
Decompress the dough, using a rolling pin, roll it out on a lightly floured surface shaping it as a 24x14 large rectangle.
Preheat the oven to 100F (37C) for the second dough rise, while you finish preparing the rolls.