Warm the milk until just warm to the touch (not hot), then stir in melted butter and sugar.
Sprinkle yeast over top, stir once, and let it sit for 5–10 minutes until foamy.
Add egg, salt, and 2 ½ cups flour. Mix until a sticky dough forms.
Gradually add remaining 1 cup flour while kneading, until smooth and elastic (about 8–10 mins by hand or 5–6 mins with dough hook).
Place in greased bowl, cover, and let rise in a warm spot until doubled (1 to 1.5 hours).