In the bowl of a stand up electric mixer, add the warm water and dry milk powder and mix until the milk powder dissolves.
While the mixture is still warm, add the yeast and 1 tablespoon of the sugar and mix. Allow the mixture to proof for about 7-8 minutes.
Add the rest of the sugar, butter, egg and 2 cups of the flour. Turn the mixer on low and allow all the dry ingredients to moisten, then turn the mixer up to medium and mix for 2 minutes. Add 3 more cups of flour and turn the mixer on low and allow all the dry ingredients to moisten, then turn the mixer up to medium and mix for 2 minutes. The dough will begin to come together at this point and become stiff.
Add more flour as needed, 1/4 cup at a time, until the dough climbs up the dough hook and separates from the side of the bowl. You know the dough has enough flour when the dough is soft, supple, elastic and just slightly tacky to the touch. If it's sticky as opposed to tacky, it needs more flour. In a large clean mixing bowl, coat the inside with 1 tablespoon of vegetable oil and gather the dough into a ball, turn it in the oiled bowl to coat, and loosely cover it with plastic wrap. Set in a draft free warm place and allow it to rise until it doubles in size. Mine took about 1 hour.
Sprinkle a work surface with flour. Divide the dough in half. Roll out half the dough into a 11X14 inch rectangle, about a 1/4 inch thick. Brush the rolls generously with about 1/4 cup melted butter. Using a knife or pizza cutter, cut the dough in half down the length. Then cut the dough into smaller rectangles, The rectangles should be about 2X4 inches.
Roll each rectangle into a cylinder, then place on a well greased baking sheet, with about 1 inch spacing around each side of the roll. Cover the baking sheet with a towel and allow to rise again in a draft free warm place until they have doubled in size. Mine took about 1 1/2 hours.
Meanwhile, preheat an oven to 375 degrees. Brush the rolls generously with 1/4 cup melted butter, then bake in a preheated oven, 18-20 minutes or until they are baked through and nicely golden. Brush again with butter when they're hot from the oven. Serve