In a small bowl, mix together the yeast and milk. In a large bowl, stir together the bread flour, salt and sugar. Make a well in the center, and pour in the yeast mixture. Cover with a light dusting of flour, and let stand for about 15 minutes, until frothy.
Stir together the egg and oil, and pour into the bowl with the flour. Mix until the dough comes together then turn out onto a floured surface, and knead until smooth, about 5 minutes. Place in a greased bowl, and cover. Let stand for about 20 minutes to relax.
Preheat the oven to 375 degrees F (190 degrees C). Divide the dough into 15 pieces. Roll each piece into a 12 inch long rope. Roll the ropes into a spiral shape, and place on an ungreased baking sheet.
Bake for 10 minutes in the preheated oven, or until golden brown.