Microwave the milk in 15-second intervals or heat on the stovetop until it reaches 100-110° or is lukewarm to the touch.
Add the yeast and the sugar and stir to dissolve. Let it sit for 5-10 minutes. It should be bubbly.
Add the milk/yeast/sugar along with softened butter, salt, egg, and flour to the bowl of a stand mixer fitted with a dough hook attachment. Mix on low until combined and then mix on high to knead for 5 full minutes. If you don't have a stand mixer you can knead the dough with your hands.
Cover the bowl with a damp kitchen towel and allow to rise for 1 hour.
Shape the dough into 14 ¼ cup-sized balls. Arrange in a baking pan that has been greased with non-stick cooking spray. Cover with a damp kitchen towel and allow to rise another hour.
Preheat your oven to 375°.
Bake the rolls for 12-14 minutes until golden brown. Brush the tops with melted butter and serve warm.