In a bowl, combine warm milk, yeast, half of the sugar and let it stand for about 10 minutes.
In the bowl of a stand mixer fitted with the dough hook attachment, whisk together flour, salt and remaining sugar.
Gradually add in the yeast mixture to the flour mixture, mixing until just combined. Add in melted butter and egg. Beat at medium speed until the dough is smooth and has passed the windowpane test. See photo.
Grease a large bowl with some oil and place the dough in the bowl. Let it rise in a warm, draft free area until dough is doubled in size, roughly about 1 hour.
Once risen, lightly punch the dough down.
On a lightly floured surface, turn the dough out and divide it into 9 equal pieces. Roll each piece into a ball.
Once rolled, place them in a lightly greased pan. Cover and let the dough rise the 2nd time in a warm, draft free area, until the dough have puffed up (about 40 minutes)
Preheat oven to 375F
In a bowl, whisk an egg and lightly brush the rolls using the egg mixture.
Bake the dinner rolls until golden brown, about 15-20 minutes, and serve them warm with some butter.