Stir together the water and dry milk powder in a large bowl of a stand mixer until the milk powder dissolves. Add the yeast and let it proof for 5 minutes until foamy.
Mix in the sugar, salt, butter, egg and 2 cups of the flour and beat on medium speed for 2 minutes.
Switch to the dough hook and add remaining flour, ½ cup at a time, until a soft, only slightly sticky dough forms and pulls away from the sides of the bowl. I almost always use 5 ½ cups of flour, but you might need a little more or less. Knead for 5 minutes by mixer or 10 minutes by hand until the dough is smooth, supple and elastic.
Transfer the dough to a large bowl greased with 1 tablespoon of vegetable oil. Turn the dough over in the bowl so it is coated on all sides with oil, then cover the bowl tightly with plastic wrap and let rise in a warm spot until doubled in size, about 1 to 1 ½ hours.
When dough has doubled in size, generously dust a clean counter with flour, then turn out dough onto the floured surface and divide in half using a bench scraper. Working with only half of the dough at a time, roll out into a large, approximately 11"x14" rectangle, about ¼-inch thick and brush with ¼ cup of melted butter.
Using a pizza cutter or sharp knife, slice rectangle in half lengthwise, then crosswise into 12 small rectangles, approximately 2"x4" each. A good guide is by making an "L" shape by holding your palm out flat with the thumb extended and cutting the rectangles to be the same length and width as the "L" shape.
Roll each rectangle up and transfer to a baking sheet lined with parchment paper, placing the tail edge of each roll flat on the pan. Repeat with the remaining dough, then cover loosely with plastic wrap or a clean dish towel and let rise in a warm spot until doubled in size, about 1 hour.
Close to the end of the rising time, heat oven to 375 degrees and melt remaining ¼ cup of butter. When the oven is hot, bake the rolls for 14-16 minutes, until golden brown. Remove from oven and brush with melted butter while still hot.