In a small jar combine the warm milk, yeast and sugar and let the yeast bloom for 5 minutes. Then add an egg and vegetable oil and mix with a fork.
In a large bowl of a stand mixer combine the bread flour with the salt. Add the liquid ingredients and starting mixing using the dough hook attachment on slow for 1 minute, then turn up the speed and continue mixing for 10 minutes until you have a very soft and pliable dough. Alternatively, you can mix and knead the dough by hand for about 15 minutes. Take the dough out of the bowl and brush the same bowl with a bit of vegetable oil, then put the dough back in, flip it over, so the oily side is on top. Cover with a tea towel and let it proof for 1 hour in a warm spot of the house. At the end of proving time the dough should more than double in bulk.
When the dough is ready take it out of the bowl and weigh it. This will make it easier to divide the dough into 12 equal parts. You should have 12 pieces approximately 60g each. If no scale is available, simply divide the dough into two equal parts. Then each part into 6 parts.
Take a dough piece and starting tucking sides of it under itself until you have a rough ball, then roll it in a circular motion on a lightly floured surface until you have a tight ball. Place the ball on parchment paper lined baking pan. Repeat with the rest of the dough. Make sure your dough pieces are at least 3 inches apart. Use two pans if necessary. (The space between them will shrink after they have risen and flattened.) Cover with a clean tea towel and let them rise for 20-30 minutes depending on the temperature of your house. The dough balls won't double in size but will expand.