Place the butter in the saucepan and melt over a low heat. Once it's melted, remove from the heat. Pour in the milk, stir together and put to one side.
Set aside a couple of tablespoons of the egg/milk mixture for glazing
In your mixing bowl, mix the flour, yeast and salt.
Whisk the egg and pour into the flour, and then the butter/milk mixture. Mix together.
Lightly flour your work surface and turn the dough out, using your spatula to scrape out every last scrap!
Use your spatula to clean out the bowl and pour in the vegetable oil. Set to one side.
Take the dough and knead for 8-10 minutes, pushing it away from you and pulling it back. The dough is a little sticky, but should become more smooth as your knead it. Add a little flour if you need to.
Once you're done, smooth the dough into a round and return it to the bowl, coating it in the oil. Cover it with the tea towel and leave to rise for about 2 hours.