In stand mixer, combine water, oil, sugar, and yeast.
Let bloom 8-10 minutes.
Stir in butter, egg, and salt.
Using dough hook on low (2), slowly add flour.Scrape sides as needed. Dough should be soft and not sticky. Knead 5-10 minutes on medium (3-4) or 10-15 minutes by hand.
Grease a 9x13 baking pan or casserole dish.
Divide dough into 16 roughly even pieces. Roll each gently into a ball.
Place dough balls in pan.Rolling each lightly in oil will create more separated rolls; Letting sides touch without oil will create more connected rolls. Cover with wax paper and a kitchen towel. Rise in a warm place 15-30 minutes.Preheat oven to 400F. Brush rolls with milk.
Bake 15-25 minutes until golden.