In a large bowl, combine the flour, salt, and sugar. Cut in the butter until the mixture resembles coarse crumbs.
In another bowl, dissolve the yeast in warm water: add to the crumbs mixture. Add milk, and the egg and mix well. Cover and refrigerate overnight.
Divide the dough into 4 equal portions. On a slightly floured surface, (I use a large wooden cutting board but optional), roll 1 portion out into a 12 inch circle. Brush with 1 Tbsp melted butter: then cut it into 12 wedges.
Roll up dough, beginning with the wide end. Now place each of them on a greased baking sheet. Repeat this process with all the remaining dough. Cover and let rise in a warm place until nearly doubled in size, about 1 hour.
Bake in a preheated oven at 375° for about 10 minutes or until golden brown. Transfer them to wire racks to cool.