Warm milk in a small pot over medium heat until it reaches 110 degrees. Add 2 tablespoons of sugar and the yeast, and whisk to dissolve. Let sit until it’s slightly foamy and starting to bubble, about 2 to 5 minutes.
In a stand mixer fitted with the paddle attachment, combine flour, the remaining 2 tablespoons sugar, the baking powder and the salt. Mix until combined.
Add milk, yeast mixture and the egg, and mix until just combined. Add melted butter and continue to stir until a shaggy dough forms. Scrape the bowl and switch to the dough hook attachment. Knead for 4 to 5 minutes until dough is shiny.
Remove dough and place in a well-oiled medium-size bowl. Cover with plastic wrap and let proof until dough has doubled in size, approximately 1 1/2 hours. Punch down dough to remove air, and chill in the fridge for an hour to overnight.