- Heat the milk in a saucepan until tepid but not yet warm (check every 10 seconds).
- Combine the milk, sugar and yeast.
- Beat the egg.
- Combine the flour, oil, egg and salt in a bowl.
- Pour in the milk mixture, and stir with a spoon until the ball pulls away from the side of the bowl.
- Turn the ball onto a floured surface and knead for 6 minutes.
- Cover loosely and let rise for 60 minutes; the ball will just double.
- Punch down, divide into four, and form into buns about 5-6" in diameter.
- Preheat a baking stone in the oven at 375.
- Cover and let rise for an hour; they won't rise that much but they will look puffy and glossy.
- Transfer the buns to the baking stone.
- Cook for 19-20 minutes. They will more than double in height and will be medium brown on the top.