Prepare all the ingredients for your perfect Hokkaido Milk Bread recipe - flour, milk, butter, sugar, yeast, eggs and salt.
Combine the milk and flour in a small saucepan. Stir as the mixture heats, thickening to a mashed potato-like consistency. This roux-like mixture is called tangzhong.
Begin dough preparation by combining dry ingredients in the stand mixer bowl. Add milk, tangzhong and egg. Mix until smooth and elastic.
For benchtop proving, cover the bowl and let the dough rise at room temperature (75-80°F/24-27°C) until it doubles in size, about 1-1 1/2 hours.
Transfer dough to a floured surface and divide into 3 equal pieces.
Roll each piece into a 1/4 inch thick rectangle.
Fold long sides of each dough piece in about 1" toward the center, then tightly roll from one short edge.
Place in a greased loaf pan.
For second proving, cover the pan and let rise until the dough springs back when gently pressed with a fingertip, about 45 minutes.
Brush the risen loaf with milk and bake for 35-40 minutes until deep golden brown on top. Then let it cool on a cooling rack.
Serve warm or at room temperature. The bread will keep for at least a couple of days at room temperature. Well-wrapped Hokkaido Milk bread will last up to 2 months in the freezer.