Cook milk in a heavy saucepan over medium-high heat to 180° or until tiny bubbles form around edge (do not boil). Remove from heat. Pour milk into a large bowl. Stir in oil, sugar, and salt. Cool to about 90°.
Dissolve yeast in warm water in a small bowl; let stand 5 minutes. Lightly spoon flour into dry measuring cups; level with a knife. Add yeast mixture, 3 cups flour, and egg to milk mixture. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 10 minutes); add enough of remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands (dough will feel tacky). Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 45 minutes or until doubled in size. (Press two fingers into dough. If indentation remains, the dough has risen enough.) Punch dough down. Divide in half. Working with one portion at a time (cover remaining dough to keep from drying), roll each portion to 1/4-inch thickness. Let dough rest about 5 minutes. Cut with a 4-inch biscuit cutter into 8 muffins. Place muffins on a large baking sheet. Repeat procedure with remaining dough. Cover and let rise 30 minutes or until doubled in size.
Preheat oven to 350°.
Bake at 350° for 7 minutes. Turn muffins over; bake an additional 7 minutes or until lightly browned. Cool.