In a large mixing bowl, combine the flour, sugar, instant yeast, and salt. Stir to mix well.
In a separate bowl, whisk together the warm milk, melted butter, and egg until well combined.
Gradually add the wet ingredients to the dry ingredients, stirring with a wooden spoon or spatula until a dough begins to form.
Knead the dough on a lightly floured surface for about 5-7 minutes until it is smooth and elastic. If the dough is sticky, you can add a little more flour as needed.
Shape the dough into a ball and place it in a lightly greased bowl. Cover with a clean kitchen towel and let it rise in a warm place for about 1 hour, or until it has doubled in size.
Preheat the oven to 375°F (190°C).
Once the dough has risen, punch it down to release any air bubbles and divide it into 12 equal portions.
Shape each portion into a small ball and place them on a baking sheet lined with parchment paper, or directly on the greased baking sheet.
Cover the rolls again with the kitchen towel and let them rise for another 30 minutes.
Bake in the preheated oven for 15 minutes, or until golden brown. If desired, brush the tops with melted butter right after baking for extra flavor.
Remove from the oven and let cool slightly before serving.