In the bowl of a stand mixer fitted with the paddle attachment, combine the warm milk, warm water, yeast, sugar, salt and egg. Mix briefly to combine. Add the flours to the bowl, and mix until incorporated. Mix in the butter. Switch to the dough hook and knead on low speed for about 6-8 minutes. The dough will be sticky, but that's a good thing. The more extra flour you add, the tougher the buns will be, so try to resist the urge to add more flour.

Transfer the dough to a lightly oiled bowl. Cover with plastic or bee's wrap and let rise in a warm place until doubled in bulk, 1-2 hours.

Line a baking sheet with parchment paper or a silicone baking mat. Using a dough scraper or a large knife, divide the dough into 8 equal parts (it's ok to pull out the kitchen scale here to make sure they're roughly the same size). Gently roll each portion of dough into a ball and place on the baking sheet, 2-3 inches apart. Cover loosely with plastic wrap lightly coated in nonstick spray and let rise again, 1-2 hours, until puffed up and nearly doubled.