In a large bowl, dissolve the yeast and sugar in the warm milk. Let yeast dissolve for 5 minutes. This mixture should be nice and foamy after 5 minutes.
Add in 4 tbsp melted butter, egg, and salt. Mix until combined.
Mix in flour 1/2 cup at a time until a soft dough forms. You may not use all 2 cups of flour. Knead using a stand mixer for 2-3 minutes, or by hand for 6-8 minutes.
Place dough in an oiled bowl and let rise until doubled (about 1 hour).
Roll the dough into a 12 inch circle.
Brush the circle with the remaining 2 tbsp melted butter.
Cut into 12 triangle wedges, and roll each wedge starting at the large end.
Let rise on a baking sheet for another 30-60 minutes.