In the bowl of a stand mixer, combine the warm milk, sugar, and active dry yeast. Allow it to rest until foamy and indicating yeast activation, about 10 minutes. Add the remaining wet ingredients (egg and melted butter) and Tangzhong, then stir to combine using the paddle attachment.
In a large mixing bowl, whisk together the bread flour, dry milk powder and salt. Add the mixed dry ingredients to the stand mixer, remove the paddle attachment and install the bread hook attachment. Mix on low speed until the dough comes together, about 6-8 minutes. If the dough seems too sticky (because it is sticking to the sides of the mixing bowl), add additional flour 1 tablespoon at a time until the dough comes together. This dough will be slightly sticky, but should come together into a soft dough ball.
Transfer the dough to a greased bowl or dough tub, cover with plastic wrap, and let it rise (first rise) in a warm place for 90 minutes.
Punch down the dough and weigh out 67 gram pieces of dough. A dough blade works well for cutting the dough. There should be 12 equal sized piece of dough.
Gently pull each piece out about 4-5 inches and then fold one side a third over then fold the other side a third over. Rotate it 90° and repeat. Then turn the ball upside down (seam side down) and form a tight ball by gently pulling the ball toward you a few inches while hold your pinky fingers on the counter. Rotate the ball and do it few more times. This pulls the dough into a tight ball with a smooth top. Place each ball seam side down in a 9 X 13 baking dish prepared with cooking spray.
Preheat the conventional oven to 375°F (190°C).
Cover the shaped dough balls with plastic wrap that has been lightly sprayed with cooking spray and let them rise for second time until doubled in size, about 35-45 minutes (second rise). The dough is ready if you push on it with your fingertip and a slight indentation remains.
Brush the top of the dough balls with an egg wash for a glossy finish.
Bake the rolls in the preheated oven for 15-20 minutes or until they turn golden brown on top.
Transfer the baked dinner rolls to a wire rack to cool completely.