Melt butter in a large nonstick skillet over medium heat. Add onion; cook for 10 minutes or until tender, stirring occasionally. Cool to room temperature; stir in poppy seeds and salt. Set aside.
Roll the dough into a 14 x 12-inch rectangle on a lightly floured surface. Spread onion mixture lengthwise over half of rectangle. Fold dough in half lengthwise; press edges of dough firmly to seal. Cut dough into 12 (6-inch-long) strips. Gently lift both ends of dough, and twist. Place twisted dough strips 1 inch apart on a large baking sheet coated with cooking spray. Cover and let rise in a warm place (85°), free from drafts, 40 minutes or until doubled in size.
Preheat oven to 375°.
Combine the milk and egg, and brush over dough. Bake for 20 minutes or until golden. Remove from baking sheet, and cool for 10 minutes on a wire rack.