In a microwave or on the stove, warm milk until it is a bit warmer than body temperature (around 105-110 degrees…it should feel warm to the touch). Add in the sugar and yeast and mix to combine. Set aside for about five minutes.
In a small bowl, whisk together melted, cooled butter and egg yolk.
In a medium-sized bowl, whisk together flour and salt. Add in yeast mixture along with butter and egg mixture and begin working together with a wooden spoon or rubber spatula. Dough will be VERY soft and sticky.
Turn dough onto well-floured surface and knead for 7-10 minutes, or until dough becomes smooth, pliable and only slightly tacky, incorporating additional flour as you knead. After 7-10 minutes, you should be able to perform a "window pane" test. Stretch the dough, holding it up to a light, to see if you can see light coming through the dough.
Place dough into greased bowl, cover and let rise for about one hour or until doubled
Cut dough into four equal portions, shape into balls, pinching together at the bottom, and then roll in a circular motion, cupping your hand over the dough until you’ve formed a smooth ball.
Set dough balls into greased, 6-inch pan (lined with parchment if desired), cover and let rise for 45 minutes.
While dough is rising for the second time, preheat the oven to 375 degrees.
Bake at 375 for 18-20 minutes or until golden brown. Brush with melted butter if desired, and serve warm.