Heat and stir milk, sugar, butter, and salt until warm. Add to flour mixture, add egg.
Beat at low speed for ½ minute. Beat 3 minutes at high speed. Switch to the dough hooks if you have them. Stir in the remaining flour a low speed to make a moderately stiff dough.
Knead until smooth (6 to 8 min.). Shape into a ball. Place in greased bowl, turn. Cover, let rise until double.
Punch down, let rise again (30 min.), Punch down, let rest 10 min, and shape into desired shapes. Cover. Let rise until double (30 min.).
Bake at 375º for 10 – 12 minutes.