In a bowl: mix the yeast, milk and sugar (Let sit for 5 minutes).
Then whisk in the melted butter and egg until smooth.
Stand Mixer: pour the egg mixture in the stand mixer bowl, add flour and salt. Knead on low (speed 1) for 1-2 minutes, then gradually increase the speed 2 for 6 minutes until smooth. Shape the dough into a ball. Knead by hand: pour the egg mixture in a bowl, add flour and salt. Knead for 8-10 mintues until smooth. Shape the dough into a ball.
First Dough Rise: Cover with a clean towel or saran wrap for the first 1 hour or until it doubles in size.
Coat a 9" springform-pan with cooking spray. Remove the towel or saran wrap. Transfer the dough to a lightly floured surface. Divide the dough into 13 equal pieces. Shape each piece into a smooth ball (Watch the video for reference). Transfer the balls to the greased pan. Place the pan in the 6qt basket.
Second Dough Rise: let rise for 1 hour or until it doubles in size. Remove the the pan from the basket and return the basket back to the air fryer. Preheat the air fryer to 300°F for 3 minutes.
In a small bowl: whisk the egg and milk until uniform. Then brush it over the rolls.
Air fry for 15 minutes or until golden. Use tongs to remove the pan from the basket. Wait for 10 minutes before removing the rolls from the pan.