In a mixing bowl, combine warm milk and sugar. Sprinkle the yeast on top, then let it sit for about 5-10 minutes until foamy.
Add the melted butter, egg, and salt to the yeast mixture. Mix until well combined.
Gradually add the flour, one cup at a time, mixing well after each addition until a soft dough forms.
Pour in the warm water and mix until the dough begins to pull away from the sides of the bowl.
Transfer the dough onto a floured surface and knead for about 6-8 minutes, until the dough is smooth and elastic.
Place the kneaded dough in a lightly greased bowl and cover it with a kitchen towel. Let it rise in a warm place for about 1 hour, or until it has doubled in size.
Once risen, punch down the dough gently to release any air. Divide it into 12 equal parts and shape each part into a ball.
Arrange the dough balls on a baking sheet lined with parchment paper, ensuring they are close but not touching. Cover with a towel and let them rise for another 30 minutes.
Preheat the oven to 375°F (190°C).
Bake the rolls for 15-20 minutes, or until they are golden brown on top.
Optional: Brush the tops with melted butter right after removing them from the oven for a rich flavor.
Allow the rolls to cool slightly before serving.