Mix dry ingredients: In a large bowl, combine bread flour, sugar, salt, and yeast. Keep yeast and salt apart.
Add wet ingredients: Pour in lukewarm milk and the egg. Mix until dough starts forming.
Knead the dough: On a floured surface, knead for 10 minutes until smooth and elastic. Add butter gradually and knead until incorporated.
First rise: Place dough in a lightly oiled bowl, cover with a damp cloth, and let rise in a warm place for 1–2 hours, or until doubled in size.
Shape the loaf: Punch down the dough, divide into three equal pieces, roll each into a log, and place side by side in a greased bread tin.
Second rise: Cover with a cloth and let rise 45–60 minutes until puffy and filling the tin.
Bake: Preheat oven to 350°F (175°C). Bake for 25–30 minutes until golden brown. Tap the bottom; it should sound hollow.
Cool: Remove from tin and cool on a wire rack before slicing.