Place milk in a microwave-safe measuring cup. Microwave in 5-10 second intervals until the milk reaches between 100-105° F.
Sprinkle the yeast on the surface of the milk and allow the mixture to sit, undisturbed, for 5 minutes.
In a large mixing bowl, whisk together the flour, sugar, and salt. Add the milk-yeast mixture, beaten egg, and cubed butter. Using a wooden spoon, mix until the dough just starts to come together. It will be fairly shaggy.
Transfer the dough (and any dry bits) to a floured countertop. Press the dough together, dusting it with more flour as necessary, until it comes together completely and the ingredients are evenly incorporated. Knead the dough, dusting it with flour if it is sticking to your hands or countertop, for 5 minutes, or until it is very smooth and supple.
Transfer the dough into a clean bowl, cover tightly with plastic wrap, and allow to rest in a warm place for a minimum of 1 hour, or until it has at least doubled in size and is soft and aerated.