Mix the dough: Pour the slightly warm milk into a large mixing bowl. Add the sugar, salt, yeast, egg, and softened butter. Add the flour and mix until a shaggy dough forms.
Knead the dough: Knead by hand for approximately 10 minutes, or use a stand mixer with a dough hook, until the dough becomes soft, smooth, and elastic. If it remains very sticky after about 6 minutes, add 1–2 tablespoons of flour gradually. If it feels too dry, add a little milk.
First proof: Lightly grease a bowl with olive oil and place the dough inside. Turn it once to coat lightly with oil. Cover and let it rise in a warm place for about 1½ hours, or until doubled in size.
Divide the dough: Gently press down the risen dough to release the gas. Transfer it to a work surface and divide it into 15 equal portions.
Shape the rolls: Shape each portion into a smooth ball, tucking the edges underneath. Repeat with the remaining dough.
Coat with breadcrumbs: Place the breadcrumbs in a shallow bowl. Roll each dough ball in the breadcrumbs until coated. If the crumbs do not stick, lightly spray the dough with water before coating.
Second proof: Arrange the rolls on a parchment-lined baking sheet, leaving space between them. Cover loosely and let them rise for 45–60 minutes, or until noticeably puffy.
Preheat the oven: Towards the end of the second proof, preheat the oven to 375°F (180°C).
Bake: Bake for 16–18 minutes, or until the rolls are lightly golden and cooked through.
Cool and serve: Transfer the pandesal to a wire rack and allow them to cool slightly. Serve warm with butter, cheese, jam, peanut butter, or your favourite filling.