Add all the dry ingredients in a large glass bowl or the bowl of a mixer.
Stir them together.
Melt the butter and add it.
Add the egg.
Add the milk.
Stir together until it forms a ball of dough. It will be shaggy and maybe a bit sticky.
Turn it onto a floured surface and knead for 10 minutes until smooth. Alternately, allow the mixer to run on low with a dough hook for 10 minutes until smooth (you may add a slight amount of extra flour as this happens).
Allow the dough to rise in a warm place until doubled, about one hour. Then, punch it down and divide it into 24 small balls. Shape into rolls and place in a greased baking dish (9x13 should be right) so they are slightly spread apart.
Let rise for about an hour until doubled. The rolls should now be touching.
Bake at 350ºF for 30 - 35 min until the tops are golden brown.