In the bowl of your stand mixer combine flour, yeast, salt and sugar.
In a measuring cup or microwave safe bowl combine cold milk and water, microwave for 30-45 seconds to warm them a bit.
Add cold butter, this will reduce the mixture temperature a bit, then beat in one egg.
Turn the mixer on and slowly pour the wet ingredients over the flour mixture and knead until you have a consistent and elastic dough that leaves the sides of the mixing bowl but still sticks to the bottom.
Turn the dough into a clean working surface and knead with hands for a couple of minutes, If the dough is too sticky lightly dust your surface with flour.
Lightly grease a large bowl with oil then place the dough in, cover and let it rise for 1 hour or until doubled in size.
Punch the dough to deflate and divide into 12 equal balls about 70g each.
Cover the balls with plastic wrap lightly brushed with oil.
Line two large sheet pans with parchment paper and set aside.