In a large bowl, mix the bread flour, salt, powdered milk, sugar, and yeast. Add the egg, butter, and water, and stir with a spoon or spatula until a dough forms.
Knead the dough either with a stand mixer or by hand on a clean, floured surface. If using a mixer, knead on low for about 5 minutes using the dough hook attachment, until the dough pulls away from the sides of the bowl but sticks slightly at the bottom. By hand, knead for 10 to 12 minutes until the dough is soft and slightly tacky.
Lightly oil a large bowl, transfer the dough, and cover with plastic wrap or a kitchen towel to prevent it from drying. Let it rise for about 1h30, or until it doubles in size.
On a lightly floured surface, remove the dough from the bowl and divide it into 8, 10, or 12 portions. Flatten each portion into a rectangle, then tightly roll it up, tucking and sealing the edges to form an even cylinder.
Place the shaped buns leaving little space between each other, on a prepared sheet pan for the second rise. (I usually line mine with parchment paper and lightly flour it before placing the buns.) Lightly oil the tops of each bun, then cover with plastic wrap or a kitchen towel to prevent sticking. Let them rise for about 1h, or until they look puffy and feels light.
About 20 minutes before baking, preheat the oven to 400°F, with the oven rack in the middle position. In a small bowl, whisk the egg yolk with one teaspoon of milk. Just before baking, brush the top of the buns with the egg wash.
Bake for 15 to 20 minutes, or until the buns are golden brown on top (and on the sides if placed apart).
Once done, remove the buns from the oven and transfer to a cooling rack. Let them cool for at least 15 minutes before serving.