In a large bowl, dissolve yeast in warm water. Let stand 10 minutes, until frothy. Stir in sugar, milk, egg and salt and enough flour to make a soft dough. Knead for about 8 minutes on a floured surface, until smooth. Place in a well oiled bowl, cover with a damp cloth and set aside to rise. Allow to rise for 1 hours Dough will double in volume.
Punch down dough. Knead in garlic. Pinch off dough to the size of golf balls. Roll into ball shape, and place on a tray. Cover with a towel and allow to rise until doubled in size. Approximately 30 minutes.
During second rising, preheat grill to high heat.
At grill side, roll one ball of dough out to a thin circle. Lightly oil grill. Place dough on grill and cook 2-3 minutes until puffy or slightly browned. Brush uncooked side with butter and turn over. Brush cooked side with butter and cook until browned., another 2-4 minutes. Remove from grill, and continue process until all naan is prepared.