In a small bowl, dissolve the yeast in the warm water and wait 10 minutes until it proofs.
In the large bowl of an electric mixer, using the normal paddle, on medium speed, mix the yeast mixture, warm milk, melted butter, egg, sugar, salt, and flour until a dough is formed.
Change to the dough hook and knead the dough for 8-10 minutes. The dough should not be sticky. Add a little more flour if necessary. The dough should be soft, not wet or sticky.
Grease or spray a medium bowl. Place the dough in the bowl and turn the dough over to coat both sides with the grease. Cover the bowl with a damp cloth and let it rise for 2 hours in a warm place.
Punch down the dough, and let it rise again for 30 minutes.
On a floured board, roll the dough into a 14 x 9-inch rectangle. (If you wish, you can brush the dough with a little melted butter, but it is not really necessary.)