Before starting this recipe, preheat your oven for 30 seconds, then turn it off. This will create a warm space for the buns to rise.
In the bowl of a stand mixer, whisk together the warm milk, oil, sugar, egg, yeast, and salt.
Add the flour and knead with the dough hook for 5 minutes until smooth and the dough no longer sticks to the sides of the bowl. If the dough is too dry, add a bit more milk.
Shape the dough into a 10-inch log. Cut into 8 equal pieces using a sharp knife or dough scraper.
Roll each piece into a log and place a few inches apart on a parchment-lined baking sheet. Cover and place the buns in the warm oven with the light on. Let the dough rise for 30-45 minutes. The buns should be noticeably puffy. If not, let them rise for another 30 minutes.
Remove the buns from the oven, then preheat the oven to 375°F.
Brush with egg wash and bake for 12-14 minutes, or until golden brown and fully cooked.
Nutrition information is calculated using an ingredient database and should be considered an estimate.