In a medium saucepan heat the milk, sugar, shortening and salt until a thermometer reaches 115ºF.  If the mixture is hotter than 115ºF wait until the temperature drops before moving to step 3. 

Pour the milk mixture into the yeast mixture.  In a small bowl (or measuring cup) lightly beat the egg before pouring it in the stand mixer.  Add 3 cups of flour and stir on low speed  until the dough is smooth,about 3-4 minutes. 

Switch the paddle attachment for the dough hook and add the remaining dough mixing on low until a soft dough forms,  about 10 minutes. 

Spray a large bowl with cooking spray and place the dough into the bowl.  Spray cling wrap with cooking spray and loosely cover the bowl.  Proof the dough in a location that is about 75ºF until the dough has doubled in size.  About an hour. 

Punch the dough down and the dough out onto a clean and lightly floured countertop.   Divide the dough into 30 equal pieces.  (Pro Tip: if you have a kitchen scale, turn the dough out of the bowl, place the bowl onto the kitchen scale, zero it out and weigh the dough in grams.  Divide the total number by 30 to get even dough balls)

Shape the dough by flattening the dough and then pulling all of the corners to the center before turning the topside down and rotating the dough in a circle until a tight ball forms. 

Place the shaped dough in a lightly greased pan, 3 rows of 5 in a 9x13 pan.  Cover with a kitchen towel and let rise for another 45 minutes.  

20 minutes before baking Preheat the oven to 400ºF.  Bake for 13-15 minutes or until golden brown.  Brush the tops with melted butter.