In a large bowl or mixer, add warmed milk, yeast, and sugar
Let sit for 10 minutes for the yeast to start bubbling
Add tang zhong roux, egg, salt, milk powder, flour and mix thoroughly
Add butter and knead dough until dough ball forms (Knead for about 5 minutes)
Let proof in a warm place for an hour, covered
After an hour of proofing, take dough ball and divide it into 4 equal pieces
Roll each piece out to a square, approx 5x5 inches
Fold two corners to touch in the middle, then roll from end to end (refer to picture for this step)
Place inside bread pan
Repeat for the rest of the 3 dough balls
Let rise again covered in a warm place for another hour
Preheat oven to 350F
Brush the top of the bread dough with milk
Bake uncovered for 30 minutes