Add milk; allow to cool.
Dissolve yeast in liquid mixture. Let stand for 5 minutes. Stir in egg; gradually stir in flour to form a soft dough.
Turn out onto floured surface and knead lightly until smooth. Roll by hand the size of walnuts. Place on waxed paper which has a layer of flour to keep rolls from sticking. Let rolls rise 30-45 minutes before deep frying.
After frying, place on paper towels to drain.
