Place the water, milk, and butter in a microwave safe glass pitcher and heat for one minute till lukewarm but not too hot that it kills the yeast. Butter doesn’t have to be melted, just softened.
Pour warm butter mixture into the bowl of a mixer. Add the sugar, salt, yeast, egg.
Slowly add the flour and mix and knead for about five minutes until you have a soft smooth dough.
Cover with plastic wrap and let rise for an hour or until doubled in size.
Roll dough out into a rectangle, cut in half lengthwise, and then cut each half into triangles. Roll up each strip of dough from the large end to the small and place on baking sheet. Cover and let rise for 30 minutes.
Bake at 375 for 20 minutes or until lightly browned.