Start making Japanese milk bread dough by mixing dry ingredients in a stand mixer bowl. Add milk, tangzhong, and egg and mix until it's smooth and elastic.
Cover the bowl for proofing at room temp. (75-80°F/24-27°C). Let the milk bread dough rise until it doubles in size, which typically takes 1-1 1/2 hours.
Cover the pan and let it rise for the second time until the dough springs back when lightly pressed with a fingertip.
Brush the risen Japanese milk bread top with milk and bake until it's deep golden brown on top and cooked through. Allow to cool on a rack.