In a small bowl, combine warm water with sugar and yeast. Let sit for 10 minutes. In a large bowl, combine flour, cornmeal and salt. Pour in yeast mixture, milk, melted butter and egg.
Mix until a dough forms, knead dough on a floured surface until smooth. Place dough into a large greased bowl, turning to coat. Cover and let rise for 1-2 hours, or until it has doubled in size.
Preheat oven to 400 F. Deflate dough and divide it into small pieces. Roll each roll into a ball and place into a greased baking dish. Cover and let rise for another 30-60 minutes. Bake for 12-15 minutes.
