Measure the flour, sugar, salt and yeast into the bowl of an electric stand mixer.
Lightly mix the ingredients together using the dough hook.
Add the egg to the bowl.
Slowly pour in the warm milk, and continue mixing until everything comes together into a rough dough.
Add the butter, one tablespoon at a time. Once the butter has been fully incorporated into the dough, add the next tablespoon of butter.
Once all of the butter has been added, continue kneading the dough on medium speed for about 15 to 20 minutes.
The dough is ready when it is soft and smooth, and no longer sticks to the side of the bowl. The dough will be somewhat sticky from the butter and egg.