Activate yeast: In a small bowl, mix warm milk and yeast. Let sit for 5–10 minutes, until foamy.
Make dough: In a large bowl, whisk together flour and salt. Add in yeast mixture, egg, and melted butter. Stir until dough comes together.
Knead: Turn dough onto a lightly floured surface and knead for 5–7 minutes, until smooth and elastic.
First rise: Place in a greased bowl, cover with a towel, and let rise in a warm place for 1 hour, or until doubled in size.
Shape: Punch down dough and roll into a large circle (about 12–14 inches wide). Cut into 12–16 wedges like a pizza. Roll each wedge from the wide end to the tip to form crescents.
Second rise: Place on a parchment-lined baking sheet, cover, and let rise another 30 minutes.
Bake: Brush with melted butter and bake at 375°F for 12–15 minutes, until golden brown.
Finish: Brush with a little more butter while warm for that classic soft, buttery texture.
