In a large bowl, mix together warm water, sugar, and yeast. Set the bowl aside until the yeast becomes foamy, about 10 minutes.
Cut 4 Tbsp of butter into small cubes, and place it in a small saucepan with the milk. Heat the milk until the butter melts. Remove the mixture from the heat and let it cool to 80-90F.
When the milk has cooled, mix it with the foamy yeast. Stir to combine.
Add 2 cups of flour and the salt. Mix well. Add the remaining flour ½ c at a time, until a soft dough forms.
Turn the dough onto a lightly floured surface and knead until smooth, 7-10 minutes (Your dough should be soft and slightly tacky.) Place the dough in a lightly greased bowl and cover with a damp tea towel. Let the dough rise in a warm, draft-free place until doubled in bulk, 1 hour.
When the dough has risen, turn it out onto a lightly floured surface. Knead it a few times and roll it out to ¼ inch thick.
Using a 3-inch cookie cutter (or a glass with a 3-inch mouth), cut rounds in the dough. Once all of your dough has been used, collect the scraps. Knead them a few times and then roll them out again, continuing until most of the dough has been used.
Using the blunt end of a knife, press a crease into each round of dough, slightly off center. (This will help them fold.) Brush each circle with a little beaten egg. Fold the larger half of dough over the smaller half, pressing it gently so the fold stays closed.
Place the rolls on a greased baking sheet, spaced roughly 3 inches apart. (At this point the rolls can be refrigerated overnight or prepped for freezing.*)
Cover the rolls with a damp tea towel and let them rise until nearly doubled, 25-30 min. Near the end of the rising time, preheat the oven to 350F. Melt the remaining 2 Tbsp of butter. When the rolls are ready to go into the oven, gently brush the tops with the melted butter.
Bake the rolls at 350F for 13-15 minutes, until golden brown. Remove the rolls from the pan to cool on a wire rack.