1. To make the tangzhong starter combine water and flour in a medium saucepan and whisk until no lumps remain. Place the saucepan over low heat and cook the mixture, whisking constantly, until thick and the whisk leaves lines on the bottom of the pan, about 3 minutes. Transfer the tangzhong to a small mixing bowl and let it cool to room temperature.

2. To make the dough: place flour, salt, sugar and instant yeast in a large mixing bowl and combine with a whisk. Add egg, softened butter, milk and tangzhong starter, then mix and knead the dough by hand or in a stand mixer for 10 minutes. The dough will be smooth and quite sticky.  

3. Grease a large bowl with some oil, place the dough into it, cover with cling film and let rest for 1 hour or until double in size.

4. Punch the dough, divide it into 3 equal pieces.

5. On the lightly floured surface unroll each part of the dough into a 15x25 cm rectangular. Fold the long sides into the middle and roll up tightly, pinching the edges together. Place each rolled part into the baking pan, lined with parchment paper. Cover the pan with cling film and leave to rest for 30 min.

6. Preheat the oven to 180 C. Combine an egg with 2 tbsp milk and brush the a bit of milk and an egg and brush the rolls. Bake for about 25 min, until golden brown on top - check the readiness with a skewer, it should come out clean.  

7. Allow the bread to cool in pan for about 5 min, then carefully place onto a wire rack and cool completely.