Combine flour, salt, sugar, and yeast in the bowl of a stand mixer fitted with a dough hook
Mix together
Add milk, butter, and egg, and mix until dough comes together, and pulls away from sides of the bowl.
Knead dough for about 7 minutes in stand mixer, or by hand for about 10 minutes. When done, the dough should be soft, but not sticky.
Use oiled hands to shape dough into a ball (this is more to keep the dough from drying out than to keep it from sticking to your hands)
Cover, and let rise until doubled - about an hour in a warm kitchen
Dump dough out onto a clean, smooth surface, and knead back into a ball
Roll about to about ¾ inch thick rectangle, and cut into 2x3 inch rectangles
Arrange on a parchment-lined baking sheet, cover, and let rise about 30 minutes, until puffy
Preheat oven to 350º
Bake rolls in center of oven for about 20 minutes, until golden brown
Melt butter while the rolls bake
Remove from oven
Brush with melted butter