In a large bowl, whisk together the flour, salt, yeast, and sugar.

In a medium bowl, whisk together the cold water and the egg.

Heat the milk and butter together until the butter is melted. Pour this hot mixture into the cold water-egg mixture. The combined mixture should be perfectly lukewarm. Add it to the flour bowl and stir with a spatula till you have a sticky dough ball.

Drizzle a teaspoon or two of olive oil over the dough and rub to coat — this prevents a crust from forming on the dough during the rising. 

Cover the bowl and let rise in a warm area for 2 to 3 hours or until doubled. Alternatively, stick bowl in the fridge immediately and let it rise overnight or for 12 to 18 hours.

Cover your work surface lightly with flour. Deflate the dough, turn it out onto the work surface, and divide into 8 to 10 equal portions. Using as much flour as necessary, roll each portion into a ball, and place on a parchment-lined sheet pan or two. Note: If you refrigerate the dough, you can deflate it immediately after taking it out of the fridge … no need to let it come to room temperature first.

Let rise uncovered until the rolls puff and feel light to touch — about 30 to 45 minutes. Preheat the oven to 425ºF.

Brush the rolls with the egg wash. Bake 15 to 20 minutes or until golden all around. Transfer the rolls to a wire rack to cool completely.