Mix warm milk and yeast in a cup and let it rest for 5 minutes, or untill it foams.
Meanwhile, mix other ingredientes in a large bowl.
Add milk mixture and mix well.
Transfer dough to a floured surface and work it until you have a smooth dough (you may use a stand mixer with the dough hook).
Shape the dough into a ball, place it back in the bowl, cover with a dish cloth and let it rise, in a draft free place for 40 minutes - until doubled in volume.
Punch dough down, transfer from bowl to floured surface and cut in 16 equal pieces.
Using a rolling pin, open the dough until about 1/5 of an inch thick.
Roll it starting by the shorter side and place buns in a greased 10inx8in baking pan.
Repeat with all dough pieces, placing them side by side in the pan (spread them so they occupy the entire pan, but leaving some space between them).
Cover with a clean cloth and let it rise again, for 40 minutes.
After 20 minutes, pre-heat the oven to 350F (180C).
Beat the egg and brush it over the buns.
Place them in the oven and bake for about 20 minutes.
Remove from the oven, let them cool a little, then remove from the pan and let them cool over a wire rack - or serve warm.