Combine milk and butter in glass measuring cup.
Microwave on high until butter melts and mixture is just warmed to 120°F to 130°F, 30 to 45 seconds.
Pour into bowl of stand mixer fitted with paddle attachment.
Add 1 cup flour, sugar, egg, yeast, and salt.
Beat on low speed 3 minutes, stopping occasionally to scrape down sides of bowl.
Add 2½ cups flour.
Beat on low until flour is absorbed and dough is sticky, scraping down sides of bowl.
If dough is very sticky, add more flour by tablespoonfuls until dough begins to form ball and pulls away from sides of bowl.
Turn dough out onto lightly floured work surface.
Knead until smooth and elastic, adding more flour if sticky, about 8 minutes then form into a ball.
Lightly oil large bowl with nonstick spray.
Transfer dough to bowl, turning to coat.
Cover bowl with plastic wrap, then kitchen towel.
Let dough rise in warm draft-free area until doubled in volume, about 2 hours.