Add the milk and water to a measuring cup and warm in the microwave to 110 Fahrenheit. You can also warm it on the stove in a pot if you'd prefer. Add the yeast, and stir to dissolve. Allow the yeast to rest and proof until foamy--about 5 to 7 minutes.
Add the egg to the milk mixture and beat to combine. Set aside.
In a medium bowl mix 2 1/2 cups of flour, sugar and sea salt. Pour in the milk mixture and stir to combine. Depending on moisture levels, you may need to add a tablespoon or two of additional water if your dough has too many dry pockets of flour at the bottom of the bowl.
Bring the dough together in the bowl into a shaggy mass. Using the remaining 1/2 cup of flour, sprinkle a couple of tablespoons on to a countertop and turn out the dough.
Add a chunk of butter to the middle. Maybe a large teaspoon or so. Knead the butter in to the dough lightly, just until you can't see it. Keep adding bits of butter a little at a time and kneading for a total of 6 to 7 minutes, using the remaining flour on your hands and the board. Sometimes the butter will poke out in spots and be quite sticky. That's okay.
Return the dough to the original bowl and either cover or leave it open to air--it won't hurt it. Let the dough rise in a cool 65 degree place for 4 hours. This helps develop the flavor.
One a lightly floured surface, turn out the dough and roll to a 13" circle. Cut the dough in to quarters, then each quarter in to fourths, making triangles that are about 2-2 1/2 inches wide at their widest end.
Roll up gently without pressing down on the dough from the wide end to the point. It's okay to give the wide end a little stretch before rolling to make the rolls a little wider.
Transfer to two parchment paper lined baking sheets with the point end of the roll tucked underneath.
Let rise until puffed but not doubled; about another hour at 65-68 degrees.
Beat one egg with a tablespoon of water and gently brush over each roll making sure to cover them on all sides.
Preheat the oven to 325. Bake one pan at a time on the upper third rack keeping an eye on the bottoms of the rolls--they can burn quickly. Rotate the pan halfway through baking and bake until just golden on top--about 20 to 22 minutes but start checking them early.