Warm about 60 milliliters milk to between 105°F and 110°F. Dissolve the sugar in the milk and sprinkle the yeast over the surface. Set aside for about 10 minutes.
Cut the butter into the flour. Place the flour into the bowl of a stand mixer fitted with a dough hook. Add the salt and mix. Add the yeast mixture, egg, and most of the remaining milk to the flour. Mix the ingredients on low speed until everything is incorporated. Continue kneading for 5 minutes.
Set the dough aside in an oiled bowl, covered with a damp towel, to rise until doubled, about 2 hours.
Punch the dough down and knead a bit by hand. Divide the dough into 50 gram portions, and roll each portion into a smooth ball. Divide each portion evenly into 2 elongated rolls with a small dowel. Arrange the divided pieces on a baking sheet lined with parchment paper. Allow enough space for each roll to double in size. Set aside to rise for another hour.
Preheat the oven to 375°F.
Just before baking, brush the rolls with a little milk. Bake the rolls until browned on top, about 10 to 15 minutes.