In a deep bowl combine dry ingredients well.
Add oil or butter if using and mix.
Beat the egg with vanilla extract and mix.
Gradually mix in the warm milk until you achieve a dough that is soft but not too sticky.
Place dough on a lightly oiled bowl. Cover and let it rise for two hours or until doubled.
Punch the dough, cover and let it rise for another 2 hours. Note2 and Note3
Divide the dough into 6 equal parts, roll each part into a ball. Note4
Shape each ball into a rope, then shape them tucking the end under.
Place the rolls in a baking dish lined with parchment paper.
Cover and let it rise for another 30 minutes.
Pre-heat oven to 350F.
Brush the rolls with egg wash and sprinkle with granulated sugar.
Bake for 15-20 minutes checking them after 12 minutes until they are golden brown.