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In a large bowl, mix the bread flour, salt, powdered milk, sugar and yeast. Add the egg, butter and water, and mix with a spoon or spatula until the dough is formed.
Using your stand mixer or on a clean and floured surface, knead the dough until soft and tacky. If using a mixer, it will take about 5 minutes on medium low, and the dough will clear the sides of the bowl but stick a bit in the bottom. If you’re kneading by hand, it will take you 7 to 10 minutes.
Oil a large bowl and transfer the dough, covering with a plastic wrap or kitchen towel to prevent the top from drying out. Let it rise for 1 hour and 30 minutes to 2 hours, or until it doubles in size.
On a lightly floured surface, remove the dough from the bowl and portion in 8, 10 or 12 portions. Roll flat each portion and then tightly roll it up, tucking in and sealing the edges so you get an evenly cylinder.
Place your shaped buns into a prepared sheet pan for the second rise (I usually line mine with parchment paper and flour it lightly before placing the buns). Oil lightly the top of each bun before covering it with plastic wrap or a kitchen towel, to prevent it from sticking. Let it rise for another 1 hour and a half, or until it doubles in size.
20 minutes before baking your buns, preheat your oven to 400°F, oven rack in the middle shelf. In a small bowl, whisk the remaining egg until frothy. Just before baking, brush the top of the buns with the egg wash.
Bake the buns for 15 to 20 minutes, or until they are golden brown on top (and sides, if you choose to place them far away from each other).
When done, remove them from the oven and sheet pan, placing them into a cooling rack. Wait for them to cool, at least 15 minutes, before serving.