Soften the Butter (30 gram) at room temperature.
Begin by making the water roux. Whisk together Water (125 milliliter) and Bread Flour (25 gram). Whisk until smooth. Cook on medium heat and bring to a gentle boil. Continue to stir until smooth and thickened. Set aside.
Combine 120 grams of the water roux, Granulated Sugar (55 gram), Salt (1 teaspoon), Bread Flour (325 gram), Milk Powder (1 tablespoon), Instant Dry Yeast (1 1/2 teaspoon), and butter and place onto a clean working surface. Make a well and put Milk (125 milliliter) and Egg (1) in it.
Mix together. Begin kneading until it becomes a dough and gluten has developed. Cover with wet towel until it doubles in size, approximately 45-60 minutes.
Transfer to a clean floured working surface. Gently deflate the dough and squeeze all the air out. Divide dough into 6 portions.
Cover with plastic wrap and allow to rest for 15 minutes.
Knead dough into a long tube like shape (approximately 40 centimeters). Wrap around the Hot Dog (6) with seal face down.
Place on baking tray lined with parchment paper. Cover with cling wrap or wet towel and rest for 45-60 minutes until they double in size.
Preheat the oven to 180 degrees C (350 degrees F).
Whisk an Egg (1) together. Brush whisked egg on surface of the rolls. Bake for about 25-30 minutes until golden brown. Transfer to rack and let cool. Serve warm or at room temperature.