Dissolve the yeast in warm water and let stand for 10 minutes, until frothy. Add the sugar, milk, egg, salt and flour. Knead for 6-8 minutes (if you are a chump) or use your bread machine.
Place the dough on a greased surface, cover with a damp cloth, and let rise in a warm place for one hour.
Punch down the dough, then cut into fist-sized pieces and roll into balls. Let rise for another 30 minutes, or until the balls double in size.
Melt butter in a large saucepan. Flatten each ball into a thin oval shape, then fry in the oil for 2-3 minutes, until puffy and lightly browned. Brush the top with more melted butter, then turn and cook until the other side is also lightly brown. Repeat with remaining dough balls.