Make a well in the flour mixture and add the warm milk, melted butter and beaten egg. Bring the mixture together with a wooden spoon and use your hands to form into a large ball.
Lightly flour the work surface, place the ball of mixture on the floured surface and knead well for around 10 mins. The dough should be silky smooth and elastic.
Lightly grease a large bowl, place the kneaded dough into the bowl, cover with cling film and leave in a warm place for around 1.5 hours – the dough should nearly double in size.
Punch the dough in the centre of the ball then remove to a floured work surface and knead again for about 5 mins.
Divide into 12 parts and form into balls. Place on a greased baking tray and cover with oiled cling film.