In a measuring cup, combine the milk and butter. Heat in microwave until the butter is melted and the milk is about 120°.
Add the sugar, salt, and yeast and allow to rest for a few minutes.
Pour into a mixer and add the flour and egg.
Knead for 3-5 minutes. You want a soft, slightly sticky dough so you may need to add more flour to get the right consistency. (It will be more sticky that regular flour bread.)
Place in a greased bowl, cover, and allow to rise until about 1/3 larger than originally.
Once risen, line a baking pan with parchment paper. (It might work to just heavily grease the pan...I've just had issues with it sticking.)
Form into a loaf shape and place in the pan. Allow to rise again.
Preheat the oven to 350°.
Bake for 30-40 minutes. (If using parchment paper, this won't get quite as brown as a normal loaf.
Remove from the oven and allow to cool for about 10 minutes in the pan. Then remove and thoroughly cool on a rack. Once completely cooled, place in a Ziploc and seal. This will help seal the moisture into the loaf. This is best served the 2nd day. It will be crumbly if served right after its baked.