In a large mixing bowl, dissolve yeast in warm water (about 10 minutes).
Stir in butter, sugar, milk, egg, salt and enough flour to make a soft dough. Knead on a lightly floured surface until smooth.
Place dough ball into an oiled bowl, cover with a damp towel, and set aside to let rise until doubled in size (about 1 hour).
Punch down the dough, and break off small handfuls to roll into balls (about 2-3 inches in diameter). Place rolls on a tray, cover with towel, and allow to rise to double its’ size (for about 30 minutes).
Preheat a grill pan on high heat. Roll out a dough ball as thinly as possible, lightly oil the pan, and place the rolled dough on to grill. Once it starts to puff and get some brown spots, flip to the other side and repeat. Continue this until all of the naan is done.