Stir together warm milk, yeast, and sugar until well combined
Let yeast activate for about 10 minutes
Stir in egg to combine
Sift flour into mixing bowl of stand mixer
Pour milk, egg, yeast mix into bowl of sifted flour
Turn mixer on to low until just combined
Add butter in small chunks
Turn up to speed 2 and let dough mix/kneed for 20 minutes
Cover mixing bowl with plastic wrap and let proof in warm draft free area for 60 minutes
Turn dough onto floured surface, divide in half and kneed each half to form dough ball
Loosely cover with plastic wrap and let rest for 15 minutes
Use rolling pin to roll dough into rectangle roughly 8x12 inches
Roll dough up like a cinnamon roll
Cut dough in 8 equal pieces
Place cut dough loaves into bread pans and let proof for 45 minutes
Bake in 350°F oven for 20 minutes