Proof the yeast: In a small bowl, combine the warm milk and sugar. Stir until the sugar dissolves. Sprinkle the active dry yeast over the milk mixture and let it sit for about 5-10 minutes, or until it becomes frothy.
Prepare the dough: In a large mixing bowl, whisk together the flour and salt. Create a well in the center and add the activated yeast mixture, melted butter, and the egg. Using a wooden spoon or your hands, mix until a dough forms.
Knead the dough: Turn the dough out onto a floured surface and knead for about 8-10 minutes, or until it becomes smooth and elastic. You can also use a stand mixer with a dough hook for this step.
