In a large bowl, combine the yeast, sugar, salt, butter, egg, and 2 cups of the flour. Slowly add the milk, stirring until ingredients are combined.
Add 2 1/2 cups of flour and stir until a ball of dough forms. The dough should be soft and not sticky.
Turn dough onto a floured surface and knead until smooth and elastic, but still soft. Coat the inside of the bowl with olive oil and return the dough back into the bowl.
Spray some plastic wrap with non-stick spray and place the plastic over the bowl. Let the dough rise in a warm place about 30 minutes, or doubled in size. Preheat your oven to 375 degrees.
When the dough is done rising, turn onto a floured surface. Knead a couple times and divide the dough in half.
With one half of the dough, roll into a circle. and with a pizza cutter or sharp knife, cut the dough like you would a pizza.
Roll a slice of dough like you would roll a crescent roll. Place on baking sheet. Repeat.
Melt some butter, brush each roll with butter. Repeat process with the other half of dough. Bake rolls for 15-20 minutes or until golden brown.
When the rolls are done, brush with more melted butter. Serve with butter, honey, jam, or whatever your heart desires.