Make the dough
In a small saucepan, heat the milk until lukewarm (about 95°F). Remove from the heat and whisk in the yeast until it dissolves. Add the oil and butter—the butter may begin to melt, but it’s OK if it doesn’t melt completely—and then whisk in the sugar. Let rest until the yeast just begins to float to the surface, about 5 minutes.
In a stand mixer fitted with the paddle attachment (or in a large bowl),
combine the flour, salt, and egg. Add the yeast mixture and mix on low
speed (or with a large spoon) until a coarse ball of dough forms, about 1
minute. Let rest for 5 minutes.
Replace the paddle attachment with the dough hook and mix on medium-low
speed (or knead by hand on a lightly oiled work surface) until the dough
feels soft, supple, and pliable, about 3 minutes; it should feel tacky
to the touch, but not sticky, and pull away from your finger when poked
instead of sticking to it. If the dough is too sticky, add 1 Tbs. flour
at a time, kneading to incorporate. If it’s stiff, knead in 1 Tbs. of
milk at a time.
Rub a little vegetable oil on a work surface to create an 8-inch circle
and put the dough on this spot. Stretch and fold the dough over itself
from all four sides to the center, crimping it where the folded ends
meet, to form it into a tight, round ball.
Put the dough seam side down in a lightly oiled bowl that’s twice the
size of the dough. Tightly cover with plastic wrap. Let sit at room
temperature until doubled in size, about 90 minutes.
Shape and bake the rolls
Tip:If your dough keeps shrinking back, dampen your work surface with the towel again.
Line two 13-x18-inch rimmed baking sheets with parchment paper or nonstick baking liners and lightly mist them with vegetable oil spray. Put about 1/4 cup of bread or all purpose flour in a saucer or small cup or bowl. Thoroughly whisk the egg with 1 Tbs. water.
With a bench knife, divide the cold dough into 18 pieces, about 2-1/4-oz. each. Wipe the work surface with a damp towel or mist lightly with vegetable oil spray (don’t use flour). Take a piece of dough and flatten it with your hand so that it’s oblong-shaped and about 1/3-inch thick and 4-inches long, from left to right. Brush the top of the dough with the egg wash and fold the right end over the left end, so that the right edge is about 1/2-inch inside the left. Gently press the top section to the bottom to seal it and crimp just along the edges, where the top part meets the bottom part, with your fingertips to seal it shut (like a calzone).
Dip the top (shorter) section of the roll into the dish of flour and place it on the prepared baking sheet. Repeat with the remaining dough, placing 9 rolls on each pan.
Mist the top of the rolls with vegetable oil spray and cover the pans loosely with plastic wrap. Allow the rolls to proof at room temperature until they nearly double in size, about 90 minutes.
Position the oven racks in the upper and lower thirds of the oven. If using a convection oven, heat the oven to 375°F; if using a conventional oven, heat the oven to 400°F. Bake the rolls for 6 minutes. Rotate the sheets 180 degrees and swap their placement on the racks. Continue baking until the rolls turn rich golden-brown on top and develop some browning underneathe, 6 to 8 minutes more. Let the rolls cool on the sheets or on a cooling rack for 15 minutes before removing them from the tin.
Make Ahead Tips
The dough may be made up to 4 days ahead of shaping. Kept wrapped in plastic and refrigerated, it will slowly rise to double its size. Shape the dough right out of the fridge. Cold dough will take longer to proof than room temperature dough.
Traditionally, these get a dusting of flour over top; if you prefer
rolls with a more golden look, instead of using flour, mix 1 egg with 1
Tbs. water and brush the wash over the rolls after they have proofed and are
about to go in the oven.
Photo: Scott Phillips