Add the milk, butter and egg to your stand mixer bowl, and mix together. If the butter is straight out of the fridge, it won't combine with the other wet ingredients too much, but that's okay.
Add 450g (3¾ cups) of flour, and the remaining ingredients. The dough should be sticky, but if you need more flour, just add a little at a time. Be careful: too much flour will result in dry bread.
Switch to a dough hook (if you have one) and allow the mixer to knead the dough for around 5 minutes, just until soft. The dough will still feel a little tacky to the touch, but will be able to slowly drop off the hook.
Cover the dough and leave to proof (until it has doubled in size - usually about an hour).
When the dough is ready, knock it back, and on a well-floured surface (adding more flour if you need it) quickly knead into a rough ball.