1. Combine the yeast, water and two tablespoons of the sugar in a small glass bowl. Leave it to rest until small bubbles form.
2. In a saucepan, heat milk and butter on low heat until combined. Cool until tepid.
3. Place flour in a large mixing bowl and make a well in the center. Pour in the cooled milk and yeast mixtures. Add remaining sugar, oil, egg and salt. Mix the ingredients thoroughly to form a soft dough.
4. Transfer dough to a large greased bowl and knead. Cover dough and let rise for 45 minutes to one hour. Punch it down and let it rest for five more minutes.
5. Form into small roll shapes and place into greased muffin tins.
6. Let rolls rise for 30 more minutes and brush with egg glaze. Preheat oven to 375 degrees Fahrenheit. Bake for 20 minutes.
Notes: According to halachah, rolls that are baked with dairy ingredients must bear an obvious identifying mark to distinguish them from parve rolls, unless all the rolls will be eaten immediately.