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In a large bowl, combine all-purpose flour, sugar, salt and instant yeast. Stir to combine then mix in the powdered milk.
Add beaten egg, milk, melted butter and water. Stir until well incorporated.
Transfer to a floured surface and knead until dough is smooth and elastic, about 10 minutes if kneading by hand or about 5 minutes using a stand mixer on speed 3. Note: If the dough is too sticky, add 1-2 tbsp flour while kneading. Do not add too much flour.
Form into a ball then transfer to a bowl greased with oil. Also, brush or spread some oil on top. Cover with a food wrap or a damp cloth.
Let rise in a warm place for about 1-2 hours or until double in size.
Punch down the dough to remove air pockets then transfer to a floured surface. Form into a log then divide the dough equally into equal pieces, about 54 grams each. Take one piece leaving the other ones covered (to avoid drying) and set aside.
Gather all sides of a piece of dough and tuck under to form a ball then roll on a clean surface (without flour), letting the dough roll inside the palm of your hand until smooth and forms into a ball.
Coat with bread crumbs then arrange on a pan, leaving an inch space in between. Cover and let rise again for another 30-45 minutes.
Preheat oven to 350F/176C then place the pan on the middle rack then bake for about 18-22 minutes.