In a large mixing bowl, combine the bread flour, milk powder, sugar, and salt. Mix until everything is well distributed, and make a well in the center.
Pour the lukewarm water into the well, then sprinkle the instant yeast over the water. Use a wooden spoon to stir and moisten the yeast.
Add the softened butter and egg to the bowl. Slowly mix the rest of the flour mixture with the liquid to create a dense dough.
Knead the dough for 8-10 minutes until it becomes very smooth and elastic. If the dough is too dry, add a bit more water, a tablespoon at a time, and knead to check the consistency.
Shape the dough into a ball and place it in a greased bowl. Cover the bowl with plastic wrap and let the dough rest for 1 hour in a warm place.
Transfer the dough onto a flat surface and fold and knead it 1-2 times just to release the air. Shape it into a log and divide it into 4 equal parts. Shape each part into a ball and let them rest for 5-10 minutes.
Take a ball and cut it in half. Shape each half into a smooth ball. Repeat this step with the remaining dough, making a total of 8 balls.
Arrange the balls on a baking tray. Using a sharp knife or blade, make one deep cut (about half of the height of the dough) across the middle of each ball. Cover them with a tea towel and let them rest again for 30 minutes or until they have risen a bit and the cuts have opened up.
Preheat the oven to 160°C/350°F. Bake the dough balls for 15 minutes for a light brown top or 20 minutes for a golden brown top.
Once they are done, take them out from the oven and lightly brush them with milk while they are still hot. This will give them a shiny appearance as the milk gets absorbed.