Add the milk into a small bowl and warm to approximately 100-110°F (38°C), about 30 seconds in the microwave. The milk should be warm, just a bit above body temperature. Add a pinch of sugar and the active dry yeast. Let sit for 5 minutes so the yeast will activate.

While the yeast activates, add the rest of the ingredients into your mixer bowl.

Once the yeast is activated, you should see bubbles on the surface of the mixture. Pour it into the mixer bowl. Mix with a spatula until the dough just comes together. Cover with plastic wrap and let rest for 20 minutes.

Install the dough hook on your mixer (I used a KitchenAid). Start at low speed, then gradually increase to setting 8 out of 10. Knead for 10 to 12 minutes, until the dough is very smooth. Stop the mixer in the middle and scrape the dough from the sides of the bowl. Test the dough by pulling a piece of it using both of your hands. It should stretch into a very thin and translucent sheet. The dough should be wet and a bit sticky.

Grease a big bowl with a thin layer of oil. Place the dough into the bowl. Cover with plastic wrap. Let rise until the dough doubles in size, about 1 hour.

Punch the air out of the dough. Transfer it onto a lightly oiled working surface. Divide the dough into 9 even pieces by cutting it into 3 even strips, then further cutting each strip into 3 small pieces. Each piece of dough should weigh 68 to 70 grams.

Shape the dough one piece at a time. Tuck the dough onto itself by pinching the dough from all sides into the center using your fingers, creating a round shape. Then roll the dough in a circular motion with your palm against the table, until it forms a round ball. Place the dough balls onto the parchment paper, evenly spaced, in a 3-by-3 array.

Cover the baking pan with plastic wrap. Let rest again for another 35 to 45 minutes, until the size has doubled.

Preheat the oven to 350° F (176° C) while resting the shaped bread rolls.

Right before baking, gently brush a thin layer of milk onto the tops of the bread rolls.

Bake the milk bread rolls on the middle rack for 20 to 25 minutes, until the top turns golden brown. You can also test the doneness by inserting an instant-read thermometer into the middle of the center bun. It should register at least 190°F.

Let the bread rest in the pan for 5 minutes, then transfer it onto a cooling rack.

Serve warm or at room temperature.

Once the milk bread rolls have cooled completely, you can store them in an airtight container on your kitchen counter for up to 2 days. The rolls will stay very soft at room temperature. You can also warm them up in the microwave it for 10 seconds or leave them in a 350° F (176° C) oven to warm up before serving.

For longer storage, place the dinner rolls in a ziplock bag, squeeze out as much air as possible, and store them in the freezer for up to a month. To reheat, bake the rolls at 350° F (176° C) without thawing, until warm throughout, 10 minutes or so.