In the mixing bowl of your stand mixer - combine the flour, milk powder, yeast, sugar and salt. (See recipe notes on how to activate the yeast, if you’re not sure your yeast is “alive” or fresh).
In another small bowl - whisk together the water, milk and egg. Add the wet ingredients to the dry ingredients.
With the paddle attachment or dough attachment in your stand mixer - mix the dry and wet ingredients until combined.
Add the oil (or butter), a little at a time, and knead for a further 5-10 minutes (I knead it for about 8 minutes), until the dough is shiny, smooth and tacky to the touch.
For best results and flavor, cover the bowl with plastic wrap and store in the fridge overnight (8 hours) or for up to 24 hours. If you want to bake the hot dogs on the same day, you can cover the dough with plastic wrap and let it rise for 1 hour in a warm place, until it has doubled in size.
On the day you bake the bread rolls - turn the chilled dough out on to a lightly floured surface and lightly dust the surface of the dough with flour as well. If the dough wasn't chilled (and was only proofed for 1 hour at room temperature), you may need to press the dough to remove some of the air and you may need extra flour on your hands and on your work surface to prevent the dough from sticking as well.
Brush a New England hot dog pan with butter, and set aside.
Cut the dough into 10 equal sections. I weigh the dough, and then cut it into 10 equal portions.
Roll out each portion into a flattened piece of dough that's a little less than the width of the pan - about 4 inches wide and 5 to 6 inches long. Then TIGHTLY roll up the shorter side to form a tube/sausage shape. The ends of this will be tapered out and longer than the width of the pan. Pinch the seam to seal, and then tuck in the sides, and pinch those to seal as well. All the sealed edges should be on the same side of the dough, so that the other side has a smooth surface.
Place the rolled up dough in the prepared pan. Repeat with the rest of the dough. Make sure all the rolls are similar-sized.
Cover the pan with plastic wrap and let the dough portions rise for about 45 min in a warm place, until the rolls almost reach the edges of the pan. In the winter, this can take a little longer than 45 min, and on very hot summer days, it could take less than 45 minutes.
Preheat the oven to 350°F/180°C, about 30 minutes prior to baking.
For the egg wash - break an egg into a small bowl and whisk gently. Brush the hot dog rolls with the egg wash and bake them in the preheated oven until they are golden brown on top and sounds hollow when tapped. This should take about 15-20 mins.
Remove from the oven and let the buns cool down enough to be handled comfortably. Carefully remove the buns from the pan, and store them in an air-tight container until ready to be used. You can gently pull the buns apart before storing them. Best eaten on the same day. Keep them at room temperature for a few days, OR freeze them for later.
Spread softened butter on the two soft sides of the bun. Heat a non-stick pan over medium heat. When the pan is hot, toast each buttered side of the bun until golden brown. This can take between 2-4 minutes per side.
Using a bread knife, carefully cut long the top of the bun to create a split top bun. The buns are now ready to be used.
If you're not sure your yeast is fresh or active, you can do the following.
You can also use my recipe for REGULAR HOT DOG BUNS to make this as well. It's less sticky than this recipe. Still soft, but less buttery and doesn't use milk powder.