In a stand mixer or large mixing bowl with a whisk attachment, combine the dry milk and water. Mix until milk dissolves.
Add yeast, then sugar, salt, butter, and egg. Mix the yeast in first and then let it mix for a few seconds. As the mixer is still going, add the rest of the ingredients one by one.
Turn off the mixer and add 2 cups of flour. Mix the flour on low until incorporated, then mix on medium speed for two minutes.
Switch out the whisk attachment for a dough hook if using a stand mixer.
Add 2 more cups of flour. Mix on low until incorporated, and then mix on medium for two minutes.
Add flour ½ cup at a time. Dough may become too hard to mix so knead by hand until you get a soft, smooth, not stiff dough. It shouldn't be too sticky.
Coat another bowl with about a Tbsp of vegetable oil and add the dough turning around in the oil so it is covered. Cover with plastic wrap or towel and let rise about 45 minutes until it doubles in size.
Flour your counter or board and coat your dough in the flour. Flatten dough and roll out in a rectangle, about 18 inches long and 9 inches wide. It should be about 1/4 inch thick.
Brush the dough with melted butter and cut the dough in half long ways. You will have two long strips. Cut the dough the opposite direction to have two inch strips.
Roll each strip up and place it seam side down on a sheet tray lined with parchment paper. Space them about 4 rolls across.
Cover with plastic wrap and let rise 1 to 1½ hours.
Bake at 375°F for 15-18 minutes until light brown.
Brush with melted butter. YUM!!