Pour the warm water in a large bowl and sprinkle the yeast over it.  Stir to dissolve the yeast; then set aside until the mixture is frothy.

In a medium pot, combine the milk, sugar, salt and butter.  Heat the mixture to 115 degrees F. and stir until the butter is melted.

Add the milk mixture to the yeast mixture.  If the milk mixture is too hot, let it cool a bit before incorporating it into the yeast. Then stir in the egg.

Using a Danish dough whisk or large wooden spoon, add about 3 cups of flour and beat until fairly smooth.  Stir in enough of the remaining flour until you have a soft dough.

Transfer the dough to a lightly floured counter or wooden board.  Knead it for about 5 minutes adding additional flour, a tablespoon at a time, as necessary to prevent sticking.

Wash the bowl and lightly grease it with oil.  Form the dough into a ball and place it in the bowl, turning to coat it with oil.

Cover the bowl with a clean, damp kitchen towel or plastic wrap. Let it rise in a warm place for about 1 1/2 hours or until doubled in size.

Punch the dough down and divide it into 24 – 30 equal pieces. Grease two (or more) baking pans with oil or cooking spray. If you have two 13x9x2-inch pans, place 15 rolls in each pan. If using different size pans, adjust accordingly.

Cover the rolls with a clean, damp kitchen towel or plastic wrap and let them rise in a warm place for 30 – 45 minutes or until doubled in size.

Preheat the oven to 400 degrees F.  Bake the rolls 15 to 20 minutes or until golden brown.  Brush the tops with butter, if desired.  Remove from the pan and let cool slightly before serving.