Mix the tangzhong ingredients in a microwave safe bowl. Process in microwave in 15 second intervals on high, stirring between intervals, until tangzhong thickens like pudding.
In a larger bowl, mix the tangzhong with the cold milk. Whisk in the egg. Allow to sit till lukewarm.
Add the flour, milk powder, and yeast. Combine in mixer with a dough hook until incorporated; allow to sit for 15 minutes.
Add the sugar and salt with mixer on medium. Add first butter, one tablespoon at a time, mixing until incorporated.
Turn out onto floured board and knead until smooth (just a minute or so). Place in an oiled bowl and allow to rise until doubled.
Dough can be shaped in various ways causing the baking time to vary. Three rules of thumb, preheat oven till 350F. Brush tops with melted butter. Bake until center is 190 - 200 F.