In a large mixing bowl, combine the flour, sugar, instant yeast, and salt. Mix well.
In a separate bowl, whisk together the warm milk, melted butter, and egg until well combined.
Pour the liquid mixture into the dry ingredients and stir with a wooden spoon or spatula until a dough begins to form.
If using a stand mixer, switch to the dough hook and knead the dough on medium speed for about 5-7 minutes, until smooth and elastic. If kneading by hand, turn the dough out onto a lightly floured surface and knead for about 10 minutes.
Place the kneaded dough in a lightly greased bowl. Cover with a clean kitchen towel or plastic wrap, and let it rise in a warm place for about 1 hour, or until doubled in size.
Once the dough has risen, punch it down to release air and turn it out onto a floured surface. Divide the dough into 12 equal pieces and shape each piece into a ball.
Place the shaped rolls on a baking sheet lined with parchment paper or lightly greased. Leave some space between each roll.
Cover the rolls again with a towel and let them rise for another 30-45 minutes, until puffy.
Preheat the oven to 375°F (190°C).
Once the rolls have risen, bake them in the preheated oven for 20-25 minutes, or until golden brown on top.
If desired, brush the tops of the hot rolls with additional melted butter after removing them from the oven for extra flavor.