You can use butter spray to grease skillet, but it works best if you put a little oil in the skillet and put it in the oven while it is preheating. Remove skillet and tilt to coat pan bottom with oil right before you pour in the batter.
Mix cornmeal, milk, egg and oil in bowl.
Pour batter into hot skillet and return skillet to oven.
Bake for 20-30 minutes depending on your oven.
Cornbread is done when the top is nice and brown and the sides have pulled away from the pan. Turn over the pan and it should slide right out. Cut into wedges and serve hot.