In a small bowl, heat milk in the microwave for one minute. Stir in sugar and yeast. Let sit for 10 minutets. In a large bowl, combine flour and salt. Add in yeast mixture, melted butter, and egg. Mix until a dough forms.
Knead dough on a floured surface until smooth. Place dough into a large greased bowl, cover and let rise for 1-2 hours. Preheat oven to 400 F. Deflate dough and divide into 4 pieces.
Roll out each piece on a floured surface into a rectangle. Spread one tablespoon softened butter on each piece. Cut into rectangles and fold over, leaving 1/2-inch overlapping.
Place rolls onto a large greased baking sheet. Cover and let rise for 30-60 minutes. Bake for 12-15 minutes.
