Dissolve yeast and sugar in warm water in a large bowl; let stand 5 minutes. Stir in milks. Lightly spoon flour into dry measuring cups; level with a knife. Add 3 cups flour, margarine, and next 5 ingredients (margarine through pepper) to yeast mixture; stir until blended. 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.
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, 1 hour or until doubled in bulk. Punch dough down; cover and let rest 10 minutes. Divide dough into 18 equal portions. Working with 1 portion at a time (cover remaining dough to keep from drying), divide each portion into 3 pieces; shape each piece into a ball. Coat muffin pans with cooking spray; place 3 dough balls in each muffin cup. Cover and let rise in a warm place, free from drafts, 30 minutes or until doubled in bulk.
Preheat oven to 350°.
Uncover dough. Combine 1 tablespoon water and egg white; brush over dough. Bake at 350° for 20 minutes. Serve warm.