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Step 1
Whisk together the flour, salt, yeast, and sugar.
Step 2
In a medium bowl, whisk together the cold water and the egg.
Step 3
Heat the milk and butter together until the butter is melted. Pour this hot mixture into the cold water-egg mixture. The combined mixture should be perfectly lukewarm. Add it to the flour bowl and stir with a spatula till you have a sticky dough ball. Drizzle a teaspoon or two of olive oil over the dough and rub to coat — this prevents a crust from forming on the dough during the rising.
Step 4
Cover bowl and let rise in a warm area (see notes above) for 2 to 3 hours or until doubled. Alternatively, stick bowl in the fridge immediately and let it rise overnight or for 12 to 18 hours.
Step 5
Cover a work surface lightly with flour. Deflate dough, turn out onto work surface, and divide into 8 to 10 equal portions (use a scale and weigh each roll if you want perfectly even rolls: about 128 g each for 8 rolls and 102 g for 10 rolls). Using as much flour as necessary, roll each portion into a ball, and place on a parchment-lined sheet pan or two. I have an extra-large sheet pan (15x21xthat I use to fit all 8 or 10 rolls on at once. (Note: If you refrigerate the dough, you can deflate it immediately after taking it out of the fridge … no need to let it come to room temperature first.)
Step 6
Let rise until the rolls puff and feel light to touch — 30-45 minutes roughly. Preheat the oven to 425ºF.
Step 7
Brush rolls with egg wash. Bake 15 to 20 minutes or until golden all around. Transfer rolls to wire rack to cool completely.