Whisk together warm milk, yeast and sugar together in the bowl of a stand mixer (or large mixing bowl). Cover and let sit for 5 minutes.
Add egg, butter substitute, salt and 1 cup of flour. Using a dough hook or paddle attachment, beat on low speed for 30 seconds, scraping down the sides of the bowl with a rubber spatula. Add remaining 2 cups of flour and beat on medium speed until the dough comes together and pulls away from the sides of the bowl (about 2 minutes).
Knead the dough in the mixer for an additional 3 minutes, or knead by hand on a lightly floured surface. Spray a clean bowl with nonstick cooking spray, place dough inside and cover with plastic wrap. Let rise for 1-2 hours or until doubled in size.
Spray a 9x13-inch baking dish with nonstick cooking spray then punch down the dough and divide into 15 equal size pieces (approx. 2.2 ounces each) and shape into a smooth ball before placing in prepared pan.
Cover the pan with plastic wrap or a clean kitchen towel and let rise for 1 hour. Preheat oven to 350 degrees F. and bake for 20-25 minutes or until lightly golden brown on top.