In a large mixing bowl, combine the warm milk, warm water, sugar, and dry yeast. Stir and let sit for 10–15 minutes until foamy.
Beat in the egg and add the salt. Gradually add the flour, starting with 2 cups, mixing as you go. Add more flour as needed to form a soft, slightly sticky dough.
Knead the dough by hand or with a mixer for 8–10 minutes, until smooth and elastic.
Cover the dough with a clean towel or plastic wrap and let it rise in a warm place for about 1 hour, or until doubled in size.
Punch down the dough and divide it into 10–12 equal pieces. Shape each piece into a smooth ball and place on a lined baking tray. Gently flatten each one.
Cover again and allow the buns to rise for another 30–40 minutes, until puffy.
Preheat the oven to 375°F (190°C). Brush the tops with a beaten egg or milk for a glossy finish.
Bake for 15–20 minutes, or until golden brown on top.
Cool on a wire rack before slicing and using.