Put the dry yeast in the bowl and add a Tbsp of warm water. Leave to rest for 10 minutes at room temperature.
Add milk, flour, egg, sugar and salt. Knead for 10 minutes.
Add softened butter and knead for 10 minutes.
Cover with a tablecloth and leave to rest for 2 hours at room temperature. Remove the tablecloth, and wrap the bowl with plastic wrap. Refrigerate for 12 hours.
Degas, by applying some pressure on it to take the air out. Make balls weighing 4 ounces (115 gr). Put the balls in a greased mold. Put the mould in a warm place and leave to swell for 2 hours.
Preheat the oven to 320°F (160°C). Add a small container with some water in the oven. Once swollen, gently brush the dough with the beaten egg. Bake for 25 minutes at 320°F (160°C).