Heat milk over medium-high heat in a small, heavy saucepan to 180° or until tiny bubbles form around edge (do not boil). Remove from heat. Add butter; stir until melted. Stir in oil, 5 teaspoons sugar, and salt; cool to room temperature.
Dissolve 1 teaspoon sugar and yeast in warm water in a large bowl; let stand 5 minutes. Add milk mixture to yeast mixture; stir to combine. Add egg; stir well with a whisk. Lightly spoon flour into dry measuring cups; level with a knife. Add flour to yeast mixture, 1 cup at a time, stirring until a soft dough forms. Turn dough out onto a lightly floured surface; knead 5 minutes (dough will feel slightly tacky).
Place dough in large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 30 minutes or until doubled in size. (Gently press two fingers into dough. If indentation remains, dough has risen enough.) Punch dough down; cover and let rise 30 minutes or until doubled in size. Punch dough down; cover and let rest 5 minutes.
Divide dough in half; divide each half into 6 equal portions. Roll each portion into a ball. Working with 1 ball at a time (cover the remaining dough to prevent drying), gently press or roll each ball into a 2 1/2-inch-long oval on a floured surface. Roll up each oval tightly, starting with a long edge, pressing firmly to eliminate air pockets; pinch seam and ends to seal. Place rolls, seam sides down, on a large baking sheet covered with parchment paper. Cover and let rise 45 minutes or until doubled in size.
Preheat oven to 375°.
Uncover rolls. Bake at 375° for 15 minutes or until rolls are browned on bottom and lightly browned on top. Remove from pan, and cool on wire racks.
Note: To toast zwieback, preheat oven to 300°. Slice each roll lengthwise into 1/2-inch-thick slices. Arrange slices in a single layer on a baking sheet. Bake at 300° for 20 minutes or until lightly browned; turn slices over and bake an additional 5 minutes or until crisp. Remove from pan; cool on wire racks.