In a small bowl combine the warm milk, yeast and sugar and let it stand for 5 minutes until you see the yeast bloom. Then add the oil, salt and 1 egg. Mix with a fork.
Add the liquid to the flour, mix until rough dough forms, then take it out of the bowl onto a floured surface and start kneading until smooth and elastic dough is formed for approximately 8-10 minutes. If using a stand mixer, knead using a dough hook attachment for 1 minute on low speed, then switch to medium and kneed for 4 minutes longer.
Take the dough out of the bowl and rub the bowl with vegetable oil, then return the dough to the bowl, cover with plastic wrap and a towel and let it rise for 1 hour to 1.5 hours in a warm place until it triples in volume.
Take the dough out of the bowl onto a floured surface and divide into 15- 16 equal parts. (You might want to weigh them to ensure they are all the same but eyeballing is also fine.) Roll into balls and place into a well-buttered 9×13 inch baking pan 1 inch apart from each other. Cover with cling wrap and refrigerate overnight.
Alternatively, you can bake the rolls the same day if you wish. For this you will need to allow the shaped dough to rise for the second time in a warm place, which usually takes about 30 minutes ( watch your dough if after 30 minutes it hasn’t risen much, it needs longer before you move onto baking) then follow the baking instructions below.
The following day, take the dough out of the fridge 1 hour before you plan to bake them. Preheat the oven to 180C/350F. You will see the dough balls will have risen after spending the night in the fridge. Bring them to room temperature, then brush with a beaten egg and sprinkle with everything bagel seasoning. Then bake in the preheated oven for 20-25 minutes or until golden.