Combine flour, yeast, sugar & salt in a large mixing bowl.
Stir in milk, followed by oil and egg.
Beat on high for 2 minutes.
On low speed add about ¼ cup of flour until dough forms a mass.
Place dough on a floured surface and knead 50 turns.
Cover and let rest 10 minutes. Meantime, line a baking sheet with parchment paper.
Cut dough into 8 pieces. With floured hands, press each into a 4 x 6-inch rectangle. From the 6-inch side, roll up tightly into a log and tuck in the ends.
Place seam-side down on the baking sheet, cover with a towel and let rise in a warm spot until they double in size, about 30 minutes.
Meantime, preheat oven to 375° F.
Just before baking, brush each roll with egg wash. Bake for 12 minutes.
