Whisk the yeast, water, and sugar together in a bowl or measuring cup. Allow the mixture to stand for 5-10 minutes, or until foamy.*
Add the flour and salt to the bowl of your mixer equipped with the dough hook. Give the flour a quick stir to evenly incorporate the salt. Add the yeast mixture, butter, and egg to the bowl of your mixer.
Start the mixer on low speed and slowly work up to medium speed. Mix for 5-10 minutes, or until a soft, supple dough forms that pulls from the bowl. Add more flour, 1 tbsp at a time, if needed.**
Remove the dough from the mixing bowl. Roll it into a ball, and transfer it to a greased mixing bowl. Cover the bowl with either plastic wrap or a clean kitchen towel. Let the dough rise in a warm, draft-free environment for 1 hour or until doubled in size.
Lightly dust your work surface with flour. Punch the dough down, and turn it out onto the work surface. Divide the dough into 8 equally-sized pieces; I used a scale to weigh out each piece.
Take one of the dough pieces and use your hands to flatten it out slightly on your work surface. Work around the diameter and pinch the edges of the dough together into the middle. Flip the piece over, cup your hand over the dough ball, and gently roll until smooth and even.
Place the roll onto a parchment paper-lined baking sheet and repeat with the remaining pieces, ensuring there is about 1"-2" of space between each roll. Very lightly spray the rolls with cooking spray and cover them loosely with plastic wrap. Allow the rolls to rise in a warm, draft-free environment for 30 minutes, or until doubled in size.
Preheat the oven to 375F. Whisk the egg and milk together until well incorporated. Remove the plastic wrap from the rolls. Gently, but generously, brush the tops of the rolls with the egg wash. If you'd like, top each roll with sesame seeds.
Bake for 15-18 minutes or until they become a deep, golden brown color. Allow the rolls to cool for 10-15 minutes before serving.